UniCredit Call 9 INN1 18.12.2019/  DE000HZ2B4M0  /

Frankfurt Zert./HVB
12/6/2019  9:57:03 PM Chg.+0.060 Bid9:59:27 PM Ask9:59:27 PM Underlying Strike price Expiration date Option type
1.410EUR +4.44% 1.420
Bid Size: 2,500
1.450
Ask Size: 2,500
ING GROEP NV EO... 9.00 - 12/18/2019 Call

Master data

WKN: HZ2B4M
Issuer: UniCredit
Currency: EUR
Underlying: ING GROEP NV EO -,01
Type: Warrant
Option type: Call
Strike price: 9.00 -
Maturity: 12/18/2019
Issue date: 8/23/2019
Last trading day: 12/17/2019
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 7.42
Leverage: Yes

Calculated values

Fair value: 1.32
Intrinsic value: 1.32
Implied volatility: 0.90
Historic volatility: 0.26
Parity: 1.32
Time value: 0.07
Break-even: 10.39
Moneyness: 1.15
Premium: 0.01
Premium p.a.: 0.24
Spread abs.: 0.03
Spread %: 2.16%
Delta: 0.80
Theta: -0.01
Omega: 5.91
Rho: 0.00
 

Quote data

Open: 1.380
High: 1.460
Low: 1.300
Previous Close: 1.350
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -3.42%
1 Month
  -23.78%
3 Months  
+156.36%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.410 1.170
1M High / 1M Low: 1.850 1.170
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.320
Avg. volume 1W:   0.000
Avg. price 1M:   1.515
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   118.25%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -