UniCredit Call 102 EXPE 16.12.202.../  DE000HZ7JT73  /

Frankfurt Zert./HVB
10/30/2020  8:46:22 PM Chg.-0.030 Bid8:59:48 PM Ask8:59:48 PM Underlying Strike price Expiration date Option type
0.510EUR -5.56% -
Bid Size: -
-
Ask Size: -
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: 15.43
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.83
Historic volatility: 0.60
Parity: -0.58
Time value: 0.53
Break-even: 92.88
Moneyness: 0.93
Premium: 0.14
Premium p.a.: 1.75
Spread abs.: 0.01
Spread %: 1.89%
Delta: 0.37
Theta: -0.06
Omega: 5.76
Rho: 0.03
 

Quote data

Open: 0.470
High: 0.540
Low: 0.470
Previous Close: 0.540
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -37.80%
1 Month  
+8.51%
3 Months  
+64.52%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.660 0.440
1M High / 1M Low: 0.820 0.350
6M High / 6M Low: 1.180 0.190
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.532
Avg. volume 1W:   0.000
Avg. price 1M:   0.507
Avg. volume 1M:   0.000
Avg. price 6M:   0.616
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   325.80%
Volatility 6M:   326.83%
Volatility 1Y:   -
Volatility 3Y:   -