UniCredit Put 215 FDX 16.12.2020/  DE000HR1Q650  /

Frankfurt Zert./HVB
10/27/2020  1:16:20 PM Chg.-0.030 Bid10/27/2020 Ask10/27/2020 Underlying Strike price Expiration date Option type
0.190EUR -13.64% 0.190
Bid Size: 25,000
0.220
Ask Size: 25,000
FEDEX CORP. D... 215.00 - 12/16/2020 Put

Master data

WKN: HR1Q65
Issuer: UniCredit
Currency: EUR
Underlying: FEDEX CORP. DL-,10
Type: Warrant
Option type: Put
Strike price: 215.00 -
Maturity: 12/16/2020
Issue date: 9/14/2020
Last trading day: 12/15/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -102.21
Leverage: Yes

Calculated values

Fair value: 1.34
Intrinsic value: 0.00
Implied volatility: 0.11
Historic volatility: 0.44
Parity: -2.01
Time value: 0.23
Break-even: 212.70
Moneyness: 0.91
Premium: 0.10
Premium p.a.: 0.94
Spread abs.: 0.02
Spread %: 8.70%
Delta: -0.35
Theta: -0.16
Omega: -35.38
Rho: -0.11
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.220
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+5.56%
1 Month
  -72.06%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.220 0.180
1M High / 1M Low: 0.590 0.180
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.200
Avg. volume 1W:   0.000
Avg. price 1M:   0.331
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   189.61%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -