UniCredit Call 95 HNK1 18.12.2019/  DE000HX89ZS4  /

EUWAX
11/14/2019  10:17:58 AM Chg.-0.010 Bid9:56:07 PM Ask9:59:11 PM Underlying Strike price Expiration date Option type
0.090EUR -10.00% 0.110
Bid Size: 11,000
0.120
Ask Size: 11,000
HEINEKEN EO... 95.00 EUR 12/18/2019 Call

Master data

WKN: HX89ZS
Issuer: UniCredit
Currency: EUR
Underlying: HEINEKEN EO 1,60
Type: Warrant
Option type: Call
Strike price: 95.00 EUR
Maturity: 12/18/2019
Issue date: 3/6/2019
Last trading day: 12/17/2019
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 71.08
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.18
Parity: -0.26
Time value: 0.13
Break-even: 96.30
Moneyness: 0.97
Premium: 0.04
Premium p.a.: 0.56
Spread abs.: 0.01
Spread %: 7.69%
Delta: 0.25
Theta: -0.01
Omega: 17.90
Rho: 0.02
 

Quote data

Open: 0.090
High: 0.090
Low: 0.090
Previous Close: 0.100
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+32.35%
1 Month
  -81.63%
3 Months
  -79.07%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.100 0.068
1M High / 1M Low: 0.520 0.064
6M High / 6M Low: 0.950 0.064
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.086
Avg. volume 1W:   0.000
Avg. price 1M:   0.228
Avg. volume 1M:   0.000
Avg. price 6M:   0.534
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   283.72%
Volatility 6M:   186.62%
Volatility 1Y:   -
Volatility 3Y:   -