UniCredit Call 100 E3X1 17.03.202.../  DE000HR10KF1  /

EUWAX
11/24/2020  8:47:06 PM Chg.+0.05 Bid9:59:57 PM Ask9:59:57 PM Underlying Strike price Expiration date Option type
2.38EUR +2.15% 2.46
Bid Size: 20,000
2.47
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: 4.38
Leverage: Yes

Calculated values

Fair value: 0.73
Intrinsic value: 0.12
Implied volatility: 1.30
Historic volatility: 0.59
Parity: 0.12
Time value: 2.19
Break-even: 123.10
Moneyness: 1.01
Premium: 0.22
Premium p.a.: 0.88
Spread abs.: 0.01
Spread %: 0.43%
Delta: 0.56
Theta: -0.08
Omega: 2.44
Rho: 0.10
 

Quote data

Open: 2.35
High: 2.41
Low: 2.35
Previous Close: 2.33
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.24%
1 Month  
+90.40%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.41 2.18
1M High / 1M Low: 2.49 0.86
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.32
Avg. volume 1W:   0.00
Avg. price 1M:   1.68
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   307.64%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -