UniCredit Put 80 HNK1 18.12.2019/  DE000HX79NM4  /

EUWAX
11/15/2019  10:51:32 AM Chg.-0.004 Bid3:53:53 PM Ask- Underlying Strike price Expiration date Option type
0.007EUR -36.36% 0.008
Bid Size: 165,000
-
Ask Size: -
HEINEKEN EO... 80.00 EUR 12/18/2019 Put

Master data

WKN: HX79NM
Issuer: UniCredit
Currency: EUR
Underlying: HEINEKEN EO 1,60
Type: Warrant
Option type: Put
Strike price: 80.00 EUR
Maturity: 12/18/2019
Issue date: 1/25/2019
Last trading day: 12/17/2019
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -257.22
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.18
Parity: -1.26
Time value: 0.04
Break-even: 79.64
Moneyness: 0.86
Premium: 0.14
Premium p.a.: 3.26
Spread abs.: 0.03
Spread %: 69.44%
Delta: -0.10
Theta: -0.03
Omega: -24.81
Rho: -0.01
 

Quote data

Open: 0.007
High: 0.007
Low: 0.007
Previous Close: 0.011
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -65.00%
1 Month
  -75.00%
3 Months
  -94.17%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.020 0.009
1M High / 1M Low: 0.043 0.009
6M High / 6M Low: 0.160 0.009
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.015
Avg. volume 1W:   0.000
Avg. price 1M:   0.026
Avg. volume 1M:   0.000
Avg. price 6M:   0.075
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   309.02%
Volatility 6M:   227.14%
Volatility 1Y:   -
Volatility 3Y:   -