UniCredit Put 90 HNK1 18.12.2019/  DE000HX89ZT2  /

EUWAX
11/21/2019  10:23:16 AM Chg.- Bid9:18:06 AM Ask9:18:06 AM Underlying Strike price Expiration date Option type
0.079EUR - 0.069
Bid Size: 137,500
0.079
Ask Size: 137,500
HEINEKEN EO... 90.00 EUR 12/18/2019 Put

Master data

WKN: HX89ZT
Issuer: UniCredit
Currency: EUR
Underlying: HEINEKEN EO 1,60
Type: Warrant
Option type: Put
Strike price: 90.00 EUR
Maturity: 12/18/2019
Issue date: 3/6/2019
Last trading day: 12/17/2019
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -108.33
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.09
Historic volatility: 0.18
Parity: -0.32
Time value: 0.09
Break-even: 89.14
Moneyness: 0.97
Premium: 0.04
Premium p.a.: 0.77
Spread abs.: 0.01
Spread %: 11.63%
Delta: -0.48
Theta: -0.07
Omega: -52.25
Rho: -0.03
 

Quote data

Open: 0.079
High: 0.079
Low: 0.079
Previous Close: 0.057
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.00%
1 Month
  -28.18%
3 Months
  -67.08%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.100 0.057
1M High / 1M Low: 0.250 0.057
6M High / 6M Low: 0.430 0.057
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.076
Avg. volume 1W:   0.000
Avg. price 1M:   0.162
Avg. volume 1M:   0.000
Avg. price 6M:   0.225
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   339.16%
Volatility 6M:   226.90%
Volatility 1Y:   -
Volatility 3Y:   -