UniCredit Call 102 EXPE 16.12.202.../  DE000HZ7JT73  /

EUWAX
10/22/2020  4:16:04 PM Chg.+0.040 Bid4:51:46 PM Ask4:51:46 PM Underlying Strike price Expiration date Option type
0.440EUR +10.00% 0.490
Bid Size: 45,000
0.500
Ask Size: 45,000
Expedia Group 102.00 USD 12/16/2020 Call

Master data

WKN: HZ7JT7
Issuer: UniCredit
Currency: EUR
Underlying: Expedia Group
Type: Warrant
Option type: Call
Strike price: 102.00 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: 19.08
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.75
Historic volatility: 0.58
Parity: -0.78
Time value: 0.41
Break-even: 90.16
Moneyness: 0.91
Premium: 0.15
Premium p.a.: 1.57
Spread abs.: 0.01
Spread %: 2.44%
Delta: 0.32
Theta: -0.04
Omega: 6.12
Rho: 0.03
 

Quote data

Open: 0.390
High: 0.440
Low: 0.360
Previous Close: 0.400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+29.41%
1 Month
  -21.43%
3 Months
  -37.14%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.440 0.340
1M High / 1M Low: 0.640 0.340
6M High / 6M Low: 1.150 0.170
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.384
Avg. volume 1W:   0.000
Avg. price 1M:   0.495
Avg. volume 1M:   0.000
Avg. price 6M:   0.598
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   197.47%
Volatility 6M:   298.16%
Volatility 1Y:   -
Volatility 3Y:   -