UniCredit Put 300 NOVC 18.03.2020/  DE000HZ0V0C7  /

EUWAX
11/15/2019  10:05:22 AM Chg.-0.002 Bid9:59:24 PM Ask9:59:24 PM Underlying Strike price Expiration date Option type
0.035EUR -5.41% 0.043
Bid Size: 11,000
0.053
Ask Size: 11,000
NOVO-NORDISK NAM.B D... 300.00 DKK 3/18/2020 Put

Master data

WKN: HZ0V0C
Issuer: UniCredit
Currency: EUR
Underlying: NOVO-NORDISK NAM.B DK-,20
Type: Warrant
Option type: Put
Strike price: 300.00 DKK
Maturity: 3/18/2020
Issue date: 7/10/2019
Last trading day: 3/17/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -98.38
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.21
Parity: -1.20
Time value: 0.05
Break-even: 39.62
Moneyness: 0.77
Premium: 0.24
Premium p.a.: 0.89
Spread abs.: 0.01
Spread %: 18.87%
Delta: -0.16
Theta: -0.02
Omega: -15.68
Rho: -0.03
 

Quote data

Open: 0.035
High: 0.035
Low: 0.035
Previous Close: 0.037
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.60%
1 Month
  -68.18%
3 Months
  -78.13%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.043 0.035
1M High / 1M Low: 0.110 0.035
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.039
Avg. volume 1W:   0.000
Avg. price 1M:   0.067
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   105.76%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -