UniCredit Call 101 EXPE 16.12.202.../  DE000HZ7JT65  /

Frankfurt Zert./HVB
10/26/2020  11:31:56 AM Chg.-0.100 Bid11:39:13 AM Ask11:39:13 AM Underlying Strike price Expiration date Option type
0.760EUR -11.63% 0.760
Bid Size: 10,000
0.780
Ask Size: 10,000
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: 10.08
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.15
Implied volatility: 0.83
Historic volatility: 0.59
Parity: 0.15
Time value: 0.71
Break-even: 93.84
Moneyness: 1.02
Premium: 0.08
Premium p.a.: 0.76
Spread abs.: 0.01
Spread %: 1.16%
Delta: 0.49
Theta: -0.06
Omega: 4.91
Rho: 0.05
 

Quote data

Open: 0.760
High: 0.760
Low: 0.760
Previous Close: 0.860
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+90.00%
1 Month  
+20.63%
3 Months  
+24.59%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.860 0.400
1M High / 1M Low: 0.860 0.370
6M High / 6M Low: 1.220 0.210
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.582
Avg. volume 1W:   0.000
Avg. price 1M:   0.531
Avg. volume 1M:   0.000
Avg. price 6M:   0.642
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   309.98%
Volatility 6M:   323.74%
Volatility 1Y:   -
Volatility 3Y:   -