UniCredit Call 85 HNK1 18.03.2020/  DE000HX7EHU3  /

EUWAX
1/24/2020  9:35:44 AM Chg.+0.06 Bid9:54:13 PM Ask9:59:05 PM Underlying Strike price Expiration date Option type
1.57EUR +3.97% 1.52
Bid Size: 2,200
1.58
Ask Size: 2,200
HEINEKEN EO... 85.00 EUR 3/18/2020 Call

Master data

WKN: HX7EHU
Issuer: UniCredit
Currency: EUR
Underlying: HEINEKEN EO 1,60
Type: Warrant
Option type: Call
Strike price: 85.00 EUR
Maturity: 3/18/2020
Issue date: 1/29/2019
Last trading day: 3/17/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.36
Leverage: Yes

Calculated values

Fair value: 1.55
Intrinsic value: 1.55
Implied volatility: 0.71
Historic volatility: 0.17
Parity: 1.55
Time value: 0.03
Break-even: 100.80
Moneyness: 1.18
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.06
Spread %: 3.80%
Delta: 0.69
Theta: -0.02
Omega: 4.40
Rho: 0.08
 

Quote data

Open: 1.57
High: 1.57
Low: 1.57
Previous Close: 1.51
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.78%
1 Month  
+40.18%
3 Months  
+57.00%
YTD  
+35.34%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.84 1.41
1M High / 1M Low: 1.84 1.09
6M High / 6M Low: 1.84 0.71
High (YTD): 1/20/2020 1.84
Low (YTD): 1/2/2020 1.09
52W High: - -
52W Low: - -
Avg. price 1W:   1.57
Avg. volume 1W:   0.00
Avg. price 1M:   1.38
Avg. volume 1M:   0.00
Avg. price 6M:   1.20
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   146.92%
Volatility 6M:   114.72%
Volatility 1Y:   -
Volatility 3Y:   -