UniCredit Call 90 HNK1 17.06.2020/  DE000HX94WP7  /

Frankfurt Zert./HVB
1/24/2020  9:56:05 PM Chg.-0.040 Bid9:59:05 PM Ask9:59:05 PM Underlying Strike price Expiration date Option type
1.120EUR -3.45% 1.130
Bid Size: 3,000
1.170
Ask Size: 3,000
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: 8.59
Leverage: Yes

Calculated values

Fair value: 1.05
Intrinsic value: 1.05
Implied volatility: 0.59
Historic volatility: 0.17
Parity: 1.05
Time value: 0.12
Break-even: 101.70
Moneyness: 1.12
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.04
Spread %: 3.42%
Delta: 0.49
Theta: 0.00
Omega: 4.24
Rho: 0.15
 

Quote data

Open: 1.160
High: 1.200
Low: 1.120
Previous Close: 1.160
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -21.13%
1 Month  
+30.23%
3 Months  
+67.16%
YTD  
+34.94%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.360 1.100
1M High / 1M Low: 1.420 0.800
6M High / 6M Low: 1.520 0.530
High (YTD): 1/17/2020 1.420
Low (YTD): 1/3/2020 0.800
52W High: - -
52W Low: - -
Avg. price 1W:   1.180
Avg. volume 1W:   0.000
Avg. price 1M:   1.036
Avg. volume 1M:   0.000
Avg. price 6M:   0.916
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   127.63%
Volatility 6M:   117.00%
Volatility 1Y:   -
Volatility 3Y:   -