UniCredit Call 110 EXPE 16.12.202.../  DE000HZ6FWL8  /

Frankfurt Zert./HVB
10/21/2020  9:54:49 PM Chg.-0.010 Bid10/21/2020 Ask10/21/2020 Underlying Strike price Expiration date Option type
0.240EUR -4.00% 0.240
Bid Size: 50,000
0.250
Ask Size: 50,000
Expedia Group 110.00 USD 12/16/2020 Call

Master data

WKN: HZ6FWL
Issuer: UniCredit
Currency: EUR
Underlying: Expedia Group
Type: Warrant
Option type: Call
Strike price: 110.00 USD
Maturity: 12/16/2020
Issue date: 1/31/2020
Last trading day: 12/15/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 31.29
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.73
Historic volatility: 0.58
Parity: -1.46
Time value: 0.25
Break-even: 95.31
Moneyness: 0.84
Premium: 0.22
Premium p.a.: 2.71
Spread abs.: 0.01
Spread %: 4.00%
Delta: 0.22
Theta: -0.04
Omega: 7.02
Rho: 0.02
 

Quote data

Open: 0.230
High: 0.250
Low: 0.220
Previous Close: 0.250
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+14.29%
1 Month
  -38.46%
3 Months
  -52.94%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.250 0.190
1M High / 1M Low: 0.390 0.190
6M High / 6M Low: 0.910 0.130
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.220
Avg. volume 1W:   0.000
Avg. price 1M:   0.305
Avg. volume 1M:   0.000
Avg. price 6M:   0.426
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   196.36%
Volatility 6M:   372.67%
Volatility 1Y:   -
Volatility 3Y:   -