UniCredit Call 101 EXPE 16.12.202.../  DE000HZ7JT65  /

EUWAX
10/30/2020  8:13:59 PM Chg.-0.010 Bid8:59:48 PM Ask8:59:48 PM Underlying Strike price Expiration date Option type
0.550EUR -1.79% 0.550
Bid Size: 45,000
0.560
Ask Size: 45,000
Expedia Group 101.00 USD 12/16/2020 Call

Master data

WKN: HZ7JT6
Issuer: UniCredit
Currency: EUR
Underlying: Expedia Group
Type: Warrant
Option type: Call
Strike price: 101.00 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: 14.60
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.83
Historic volatility: 0.60
Parity: -0.50
Time value: 0.56
Break-even: 92.32
Moneyness: 0.94
Premium: 0.13
Premium p.a.: 1.62
Spread abs.: 0.01
Spread %: 1.79%
Delta: 0.39
Theta: -0.06
Omega: 5.65
Rho: 0.03
 

Quote data

Open: 0.510
High: 0.550
Low: 0.510
Previous Close: 0.560
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -34.52%
1 Month  
+10.00%
3 Months  
+30.95%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.660 0.490
1M High / 1M Low: 0.840 0.360
6M High / 6M Low: 1.180 0.180
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.560
Avg. volume 1W:   0.000
Avg. price 1M:   0.546
Avg. volume 1M:   0.000
Avg. price 6M:   0.639
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   379.10%
Volatility 6M:   310.82%
Volatility 1Y:   -
Volatility 3Y:   -