UniCredit Call 95 HNK1 18.12.2019/  DE000HX89ZS4  /

Frankfurt Zert./HVB
12/6/2019  2:01:28 PM Chg.+0.020 Bid12/6/2019 Ask12/6/2019 Underlying Strike price Expiration date Option type
0.100EUR +25.00% 0.100
Bid Size: 60,000
0.110
Ask Size: 60,000
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: 107.98
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.17
Parity: -0.11
Time value: 0.09
Break-even: 95.87
Moneyness: 0.99
Premium: 0.02
Premium p.a.: 0.86
Spread abs.: 0.01
Spread %: 11.49%
Delta: 0.31
Theta: -0.03
Omega: 32.96
Rho: 0.01
 

Quote data

Open: 0.068
High: 0.100
Low: 0.067
Previous Close: 0.080
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week  
+11.11%
1 Month  
+25.00%
3 Months
  -83.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.090 0.070
1M High / 1M Low: 0.120 0.070
6M High / 6M Low: 1.000 0.068
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.082
Avg. volume 1W:   0.000
Avg. price 1M:   0.094
Avg. volume 1M:   0.000
Avg. price 6M:   0.470
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   294.58%
Volatility 6M:   216.20%
Volatility 1Y:   -
Volatility 3Y:   -