UniCredit Put 90 HNK1 18.12.2019/  DE000HX89ZT2  /

Frankfurt Zert./HVB
11/15/2019  9:54:58 PM Chg.-0.010 Bid9:59:26 PM Ask9:59:26 PM Underlying Strike price Expiration date Option type
0.100EUR -9.09% 0.100
Bid Size: 10,000
0.110
Ask Size: 10,000
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: -84.45
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.06
Historic volatility: 0.18
Parity: -0.29
Time value: 0.11
Break-even: 88.90
Moneyness: 0.97
Premium: 0.04
Premium p.a.: 0.62
Spread abs.: 0.01
Spread %: 9.09%
Delta: -0.68
Theta: -0.09
Omega: -57.24
Rho: -0.06
 

Quote data

Open: 0.100
High: 0.110
Low: 0.100
Previous Close: 0.110
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -44.44%
1 Month     0.00%
3 Months
  -69.70%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.160 0.100
1M High / 1M Low: 0.250 0.100
6M High / 6M Low: 0.430 0.100
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.128
Avg. volume 1W:   0.000
Avg. price 1M:   0.167
Avg. volume 1M:   0.000
Avg. price 6M:   0.233
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   270.97%
Volatility 6M:   233.88%
Volatility 1Y:   -
Volatility 3Y:   -