UniCredit Put 300 NOVC 18.03.2020/  DE000HZ0V0C7  /

EUWAX
11/11/2019  10:07:15 AM Chg.-0.010 Bid8:52:37 PM Ask8:52:37 PM Underlying Strike price Expiration date Option type
0.043EUR -18.87% 0.045
Bid Size: 11,000
0.071
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: -103.96
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.21
Parity: -1.18
Time value: 0.05
Break-even: 39.65
Moneyness: 0.77
Premium: 0.24
Premium p.a.: 0.84
Spread abs.: 0.01
Spread %: 20.00%
Delta: -0.17
Theta: -0.02
Omega: -17.21
Rho: -0.03
 

Quote data

Open: 0.043
High: 0.043
Low: 0.043
Previous Close: 0.053
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.21%
1 Month
  -69.29%
3 Months
  -76.11%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.056 0.051
1M High / 1M Low: 0.140 0.051
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.053
Avg. volume 1W:   0.000
Avg. price 1M:   0.085
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   130.68%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -