UniCredit Call 100 E3X1 17.03.202.../  DE000HR10KF1  /

EUWAX
1/19/2021  3:14:35 PM Chg.+0.05 Bid4:57:27 PM Ask4:56:53 PM Underlying Strike price Expiration date Option type
3.48EUR +1.46% 3.46
Bid Size: 20,000
3.51
Ask Size: 20,000
EXPEDIA GRP INC. DL-... 100.00 - 3/17/2021 Call

Master data

WKN: HR10KF
Issuer: UniCredit
Currency: EUR
Underlying: EXPEDIA GRP INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 100.00 -
Maturity: 3/17/2021
Issue date: 8/28/2020
Last trading day: 3/16/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.31
Leverage: Yes

Calculated values

Fair value: 1.65
Intrinsic value: 1.65
Implied volatility: 1.80
Historic volatility: 0.58
Parity: 1.65
Time value: 1.87
Break-even: 135.20
Moneyness: 1.16
Premium: 0.16
Premium p.a.: 1.60
Spread abs.: 0.09
Spread %: 2.56%
Delta: 0.67
Theta: -0.20
Omega: 2.23
Rho: 0.07
 

Quote data

Open: 3.40
High: 3.48
Low: 3.40
Previous Close: 3.43
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.42%
1 Month  
+51.30%
3 Months  
+364.00%
YTD  
+27.94%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.83 3.35
1M High / 1M Low: 3.83 2.28
6M High / 6M Low: - -
High (YTD): 1/14/2021 3.83
Low (YTD): 1/4/2021 2.73
52W High: - -
52W Low: - -
Avg. price 1W:   3.53
Avg. volume 1W:   0.00
Avg. price 1M:   3.12
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   103.60%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -