UniCredit Put 44 MDLZ 17.06.2020
/ DE000HX8L4B0
UniCredit Put 44 MDLZ 17.06.2020/ DE000HX8L4B0 /
| 12/12/2019 9:57:19 PM |
Chg.+0.005 |
Bid12/12/2019 |
Ask12/12/2019 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.064EUR |
+8.47% |
0.064
Bid Size: 500,000 |
0.071
Ask Size: 500,000 |
Mondelez Internation... |
44.00 USD |
6/17/2020 |
Put |
Master data
| WKN: |
HX8L4B |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Mondelez International |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
44.00 USD |
| Maturity: |
6/17/2020 |
| Issue date: |
3/18/2019 |
| Last trading day: |
6/16/2020 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-73.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
- |
| Historic volatility: |
0.14 |
| Parity: |
-0.89 |
| Time value: |
0.07 |
| Break-even: |
38.86 |
| Moneyness: |
0.82 |
| Premium: |
0.20 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.01 |
| Spread %: |
10.61% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.055 |
| High: |
0.068 |
| Low: |
0.054 |
| Previous Close: |
0.059 |
| Turnover: |
0.000 |
| Market phase: |
COA RC |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-26.44% |
| 3 Months |
|
|
-36.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.064 |
0.056 |
| 1M High / 1M Low: |
0.087 |
0.056 |
| 6M High / 6M Low: |
0.140 |
0.056 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.060 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.073 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.102 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.97% |
| Volatility 6M: |
|
128.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
