UniCredit Call 100 EXPE 16.12.202.../  DE000HZ7JT57  /

EUWAX
10/19/2020  4:47:33 PM Chg.+0.030 Bid5:50:17 PM Ask5:50:17 PM Underlying Strike price Expiration date Option type
0.430EUR +7.50% 0.420
Bid Size: 50,000
0.430
Ask Size: 50,000
Expedia Group 100.00 USD 12/16/2020 Call

Master data

WKN: HZ7JT5
Issuer: UniCredit
Currency: EUR
Underlying: Expedia Group
Type: Warrant
Option type: Call
Strike price: 100.00 USD
Maturity: 12/16/2020
Issue date: 3/3/2020
Last trading day: 12/15/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.36
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.73
Historic volatility: 0.59
Parity: -0.79
Time value: 0.40
Break-even: 89.36
Moneyness: 0.91
Premium: 0.15
Premium p.a.: 1.46
Spread abs.: 0.01
Spread %: 2.50%
Delta: 0.32
Theta: -0.04
Omega: 6.13
Rho: 0.03
 

Quote data

Open: 0.380
High: 0.430
Low: 0.380
Previous Close: 0.400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.28%
1 Month
  -38.57%
3 Months
  -46.25%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.720 0.380
1M High / 1M Low: 0.720 0.380
6M High / 6M Low: 1.220 0.190
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.510
Avg. volume 1W:   0.000
Avg. price 1M:   0.568
Avg. volume 1M:   0.000
Avg. price 6M:   0.652
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   202.71%
Volatility 6M:   297.83%
Volatility 1Y:   -
Volatility 3Y:   -