UniCredit Call 90 HNK1 17.06.2020/  DE000HX94WP7  /

EUWAX
1/22/2020  9:41:06 AM Chg.+0.10 Bid12:04:06 PM Ask12:04:06 PM Underlying Strike price Expiration date Option type
1.13EUR +9.71% 1.13
Bid Size: 38,500
1.15
Ask Size: 38,500
HEINEKEN EO... 90.00 EUR 6/17/2020 Call

Master data

WKN: HX94WP
Issuer: UniCredit
Currency: EUR
Underlying: HEINEKEN EO 1,60
Type: Warrant
Option type: Call
Strike price: 90.00 EUR
Maturity: 6/17/2020
Issue date: 4/24/2019
Last trading day: 6/16/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.92
Leverage: Yes

Calculated values

Fair value: 0.99
Intrinsic value: 0.99
Implied volatility: 0.58
Historic volatility: 0.17
Parity: 0.99
Time value: 0.13
Break-even: 101.20
Moneyness: 1.11
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.02
Spread %: 1.79%
Delta: 0.48
Theta: 0.00
Omega: 4.31
Rho: 0.15
 

Quote data

Open: 1.13
High: 1.13
Low: 1.13
Previous Close: 1.03
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.62%
1 Month  
+59.15%
3 Months  
+15.31%
YTD  
+36.14%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.40 1.03
1M High / 1M Low: 1.40 0.78
6M High / 6M Low: 1.48 0.53
High (YTD): 1/20/2020 1.40
Low (YTD): 1/2/2020 0.78
52W High: - -
52W Low: - -
Avg. price 1W:   1.21
Avg. volume 1W:   0.00
Avg. price 1M:   0.98
Avg. volume 1M:   0.00
Avg. price 6M:   0.92
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   160.63%
Volatility 6M:   123.65%
Volatility 1Y:   -
Volatility 3Y:   -