UniCredit Call 100 EXPE 16.12.202.../  DE000HZ7JT57  /

Frankfurt Zert./HVB
10/21/2020  9:55:18 PM Chg.-0.020 Bid10/21/2020 Ask10/21/2020 Underlying Strike price Expiration date Option type
0.460EUR -4.17% 0.460
Bid Size: 45,000
0.470
Ask Size: 45,000
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: 16.37
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.76
Historic volatility: 0.58
Parity: -0.60
Time value: 0.48
Break-even: 89.34
Moneyness: 0.93
Premium: 0.14
Premium p.a.: 1.31
Spread abs.: 0.01
Spread %: 2.08%
Delta: 0.35
Theta: -0.04
Omega: 5.80
Rho: 0.04
 

Quote data

Open: 0.470
High: 0.470
Low: 0.440
Previous Close: 0.480
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+12.20%
1 Month
  -30.30%
3 Months
  -40.26%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.480 0.400
1M High / 1M Low: 0.670 0.400
6M High / 6M Low: 1.260 0.220
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.436
Avg. volume 1W:   0.000
Avg. price 1M:   0.551
Avg. volume 1M:   0.000
Avg. price 6M:   0.659
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   155.62%
Volatility 6M:   302.37%
Volatility 1Y:   -
Volatility 3Y:   -