UniCredit Call 55 EXPE 16.12.2020/  DE000HZ8AME1  /

EUWAX
10/23/2020  8:26:49 PM Chg.+0.03 Bid9:58:59 PM Ask- Underlying Strike price Expiration date Option type
3.99EUR +0.76% 4.02
Bid Size: 20,000
-
Ask Size: -
Expedia Group 55.00 USD 12/16/2020 Call

Master data

WKN: HZ8AME
Issuer: UniCredit
Currency: EUR
Underlying: Expedia Group
Type: Warrant
Option type: Call
Strike price: 55.00 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: 2.11
Leverage: Yes

Calculated values

Fair value: 3.88
Intrinsic value: 3.88
Implied volatility: 1.78
Historic volatility: 0.59
Parity: 3.88
Time value: 0.15
Break-even: 86.67
Moneyness: 1.84
Premium: 0.02
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 0.25%
Delta: 0.87
Theta: -0.07
Omega: 1.84
Rho: 0.05
 

Quote data

Open: 3.86
High: 4.00
Low: 3.84
Previous Close: 3.96
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+28.71%
1 Month  
+20.91%
3 Months  
+43.53%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.99 3.17
1M High / 1M Low: 3.99 2.94
6M High / 6M Low: 4.07 1.54
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.53
Avg. volume 1W:   0.00
Avg. price 1M:   3.34
Avg. volume 1M:   0.00
Avg. price 6M:   2.97
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   117.02%
Volatility 6M:   132.50%
Volatility 1Y:   -
Volatility 3Y:   -