UniCredit Call 90 HNK1 18.12.2019/  DE000HX5V8X6  /

EUWAX
11/15/2019  10:11:35 AM Chg.+0.030 Bid9:59:39 PM Ask9:59:39 PM Underlying Strike price Expiration date Option type
0.370EUR +8.82% 0.380
Bid Size: 11,000
0.390
Ask Size: 11,000
HEINEKEN EO... 90.00 EUR 12/18/2019 Call

Master data

WKN: HX5V8X
Issuer: UniCredit
Currency: EUR
Underlying: HEINEKEN EO 1,60
Type: Warrant
Option type: Call
Strike price: 90.00 EUR
Maturity: 12/18/2019
Issue date: 11/28/2018
Last trading day: 12/17/2019
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 24.37
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.26
Implied volatility: 0.39
Historic volatility: 0.18
Parity: 0.26
Time value: 0.12
Break-even: 93.80
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 2.63%
Delta: 0.48
Theta: -0.01
Omega: 11.66
Rho: 0.04
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.340
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+32.14%
1 Month
  -56.47%
3 Months
  -45.59%
YTD  
+68.18%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.340 0.280
1M High / 1M Low: 0.890 0.220
6M High / 6M Low: 1.340 0.220
High (YTD): 7/26/2019 1.340
Low (YTD): 1/28/2019 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.312
Avg. volume 1W:   0.000
Avg. price 1M:   0.465
Avg. volume 1M:   0.000
Avg. price 6M:   0.845
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   215.56%
Volatility 6M:   145.92%
Volatility 1Y:   -
Volatility 3Y:   -