UniCredit Call 42.5 EXPE 16.12.20.../  DE000HZ8AMC5  /

EUWAX
10/21/2020  1:54:42 PM Chg.-0.12 Bid3:05:14 PM Ask- Underlying Strike price Expiration date Option type
4.23EUR -2.76% 4.24
Bid Size: 6,000
-
Ask Size: -
Expedia Group 42.50 USD 12/16/2020 Call

Master data

WKN: HZ8AMC
Issuer: UniCredit
Currency: EUR
Underlying: Expedia Group
Type: Warrant
Option type: Call
Strike price: 42.50 USD
Maturity: 12/16/2020
Issue date: 3/20/2020
Last trading day: 12/15/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 1.81
Leverage: Yes

Calculated values

Fair value: 4.27
Intrinsic value: 4.27
Implied volatility: 1.95
Historic volatility: 0.58
Parity: 4.27
Time value: 0.08
Break-even: 79.43
Moneyness: 2.19
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.09
Spread %: 2.07%
Delta: 0.90
Theta: -0.05
Omega: 1.63
Rho: 0.04
 

Quote data

Open: 4.22
High: 4.23
Low: 4.22
Previous Close: 4.35
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.08%
1 Month  
+2.42%
3 Months  
+4.19%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.35 3.99
1M High / 1M Low: 4.72 3.99
6M High / 6M Low: 5.10 2.13
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.21
Avg. volume 1W:   0.00
Avg. price 1M:   4.31
Avg. volume 1M:   0.00
Avg. price 6M:   3.84
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   57.67%
Volatility 6M:   107.83%
Volatility 1Y:   -
Volatility 3Y:   -