UniCredit Call 100 EXPE 16.12.202.../  DE000HZ7JT57  /

Frankfurt Zert./HVB
10/30/2020  8:46:17 PM Chg.-0.030 Bid8:59:45 PM Ask8:59:45 PM Underlying Strike price Expiration date Option type
0.580EUR -4.92% -
Bid Size: -
-
Ask Size: -
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: 12.89
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.95
Historic volatility: 0.60
Parity: -0.70
Time value: 0.61
Break-even: 91.73
Moneyness: 0.92
Premium: 0.17
Premium p.a.: 2.31
Spread abs.: 0.01
Spread %: 1.64%
Delta: 0.39
Theta: -0.07
Omega: 5.00
Rho: 0.03
 

Quote data

Open: 0.530
High: 0.610
Low: 0.530
Previous Close: 0.610
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -35.56%
1 Month  
+11.54%
3 Months  
+65.71%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.740 0.490
1M High / 1M Low: 0.900 0.400
6M High / 6M Low: 1.260 0.220
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.598
Avg. volume 1W:   0.000
Avg. price 1M:   0.569
Avg. volume 1M:   0.000
Avg. price 6M:   0.672
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   318.32%
Volatility 6M:   318.84%
Volatility 1Y:   -
Volatility 3Y:   -