UC-HVB WAR. PUT 20 E3X1/  DE000HZ81AS9  /

gettex Zertifikate
10/23/2020  9:45:03 PM Chg.-0.010 Bid10/23/2020 Ask10/23/2020 Underlying Strike price Expiration date Option type
0.110EUR -8.33% 0.100
Bid Size: 50,000
0.110
Ask Size: 50,000
Expedia Group 75.00 USD 12/16/2020 Put

Master data

WKN: HZ81AS
Issuer: UniCredit
Currency: EUR
Underlying: Expedia Group
Type: Warrant
Option type: Put
Strike price: 75.00 USD
Maturity: 12/16/2020
Issue date: 3/13/2020
Last trading day: 12/15/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -77.45
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.59
Parity: -2.20
Time value: 0.11
Break-even: 62.14
Moneyness: 0.74
Premium: 0.27
Premium p.a.: 4.20
Spread abs.: 0.01
Spread %: 9.09%
Delta: -0.12
Theta: -0.05
Omega: -9.22
Rho: -0.02
 

Quote data

Open: 0.120
High: 0.120
Low: 0.110
Previous Close: 0.120
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -62.07%
3 Months
  -86.08%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.200 0.110
1M High / 1M Low: 0.290 0.110
6M High / 6M Low: 1.910 0.110
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.160
Avg. volume 1W:   0.000
Avg. price 1M:   0.219
Avg. volume 1M:   0.000
Avg. price 6M:   0.737
Avg. volume 6M:   5.664
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   215.57%
Volatility 6M:   164.57%
Volatility 1Y:   -
Volatility 3Y:   -