UniCredit Call 100 E3X1 17.03.202.../  DE000HR10KF1  /

EUWAX
11/25/2020  3:51:42 PM Chg.-0.06 Bid5:57:54 PM Ask5:57:54 PM Underlying Strike price Expiration date Option type
2.32EUR -2.52% 2.31
Bid Size: 20,000
2.32
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: 4.18
Leverage: Yes

Calculated values

Fair value: 0.80
Intrinsic value: 0.32
Implied volatility: 1.32
Historic volatility: 0.59
Parity: 0.32
Time value: 2.15
Break-even: 124.70
Moneyness: 1.03
Premium: 0.21
Premium p.a.: 0.85
Spread abs.: 0.01
Spread %: 0.40%
Delta: 0.57
Theta: -0.08
Omega: 2.39
Rho: 0.11
 

Quote data

Open: 2.44
High: 2.44
Low: 2.32
Previous Close: 2.38
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.73%
1 Month  
+85.60%
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:   -