UniCredit Put 43 MDLZ 17.06.2020/  DE000HX9GHY6  /

Frankfurt Zert./HVB
12/12/2019  9:55:56 PM Chg.+0.003 Bid9:58:48 PM Ask9:58:48 PM Underlying Strike price Expiration date Option type
0.054EUR +5.88% 0.055
Bid Size: 500,000
0.062
Ask Size: 500,000
Mondelez Internation... 43.00 USD 6/17/2020 Put

Master data

WKN: HX9GHY
Issuer: UniCredit
Currency: EUR
Underlying: Mondelez International
Type: Warrant
Option type: Put
Strike price: 43.00 USD
Maturity: 6/17/2020
Issue date: 5/3/2019
Last trading day: 6/16/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -83.52
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.03
Historic volatility: 0.14
Parity: -0.98
Time value: 0.06
Break-even: 38.04
Moneyness: 0.80
Premium: 0.21
Premium p.a.: 0.46
Spread abs.: 0.01
Spread %: 12.07%
Delta: -0.57
Theta: -0.04
Omega: -47.16
Rho: -0.14
 

Quote data

Open: 0.046
High: 0.058
Low: 0.046
Previous Close: 0.051
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -1.82%
1 Month
  -28.00%
3 Months
  -40.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.055 0.048
1M High / 1M Low: 0.075 0.048
6M High / 6M Low: 0.130 0.048
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.051
Avg. volume 1W:   0.000
Avg. price 1M:   0.063
Avg. volume 1M:   0.000
Avg. price 6M:   0.091
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   78.40%
Volatility 6M:   124.14%
Volatility 1Y:   -
Volatility 3Y:   -