UniCredit Put 100 HNK1 18.12.2019/  DE000HZ10ML8  /

EUWAX
11/21/2019  9:22:59 AM Chg.- Bid9:58:15 PM Ask9:59:16 PM Underlying Strike price Expiration date Option type
0.770EUR - 0.740
Bid Size: 5,500
0.770
Ask Size: 5,500
HEINEKEN EO... 100.00 EUR 12/18/2019 Put

Master data

WKN: HZ10ML
Issuer: UniCredit
Currency: EUR
Underlying: HEINEKEN EO 1,60
Type: Warrant
Option type: Put
Strike price: 100.00 EUR
Maturity: 12/18/2019
Issue date: 7/16/2019
Last trading day: 12/17/2019
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -12.59
Leverage: Yes

Calculated values

Fair value: 1.03
Intrinsic value: 0.68
Implied volatility: -
Historic volatility: 0.18
Parity: 0.68
Time value: 0.06
Break-even: 92.60
Moneyness: 1.07
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.03
Spread %: 4.05%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.770
High: 0.770
Low: 0.770
Previous Close: 0.630
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.48%
1 Month  
+45.28%
3 Months  
+14.93%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.770 0.630
1M High / 1M Low: 1.020 0.530
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.694
Avg. volume 1W:   0.000
Avg. price 1M:   0.816
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   186.32%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -