UniCredit Call 90 HNK1 16.12.2020/  DE000HZ2B3B5  /

Frankfurt Zert./HVB
1/24/2020  9:58:44 PM Chg.-0.040 Bid9:59:05 PM Ask9:59:05 PM Underlying Strike price Expiration date Option type
1.260EUR -3.08% 1.260
Bid Size: 2,500
1.280
Ask Size: 2,500
HEINEKEN EO... 90.00 - 12/16/2020 Call

Master data

WKN: HZ2B3B
Issuer: UniCredit
Currency: EUR
Underlying: HEINEKEN EO 1,60
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 12/16/2020
Issue date: 8/23/2019
Last trading day: 12/15/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.63
Leverage: Yes

Calculated values

Fair value: 0.99
Intrinsic value: 0.99
Implied volatility: 0.63
Historic volatility: 0.17
Parity: 0.99
Time value: 0.32
Break-even: 103.10
Moneyness: 1.11
Premium: 0.03
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 0.76%
Delta: 0.41
Theta: 0.00
Omega: 3.15
Rho: 0.25
 

Quote data

Open: 1.310
High: 1.330
Low: 1.260
Previous Close: 1.300
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -17.11%
1 Month  
+22.33%
3 Months  
+50.00%
YTD  
+27.27%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.460 1.240
1M High / 1M Low: 1.520 0.970
6M High / 6M Low: - -
High (YTD): 1/17/2020 1.520
Low (YTD): 1/3/2020 0.970
52W High: - -
52W Low: - -
Avg. price 1W:   1.312
Avg. volume 1W:   0.000
Avg. price 1M:   1.175
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   103.29%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -