UniCredit Call 60 EXPE 16.12.2020/  DE000HZ8AMF8  /

EUWAX
10/22/2020  8:26:26 PM Chg.+0.79 Bid9:59:19 PM Ask9:59:44 PM Underlying Strike price Expiration date Option type
3.55EUR +28.62% 3.48
Bid Size: 20,000
3.51
Ask Size: 20,000
Expedia Group 60.00 USD 12/16/2020 Call

Master data

WKN: HZ8AMF
Issuer: UniCredit
Currency: EUR
Underlying: Expedia Group
Type: Warrant
Option type: Call
Strike price: 60.00 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: 2.79
Leverage: Yes

Calculated values

Fair value: 2.76
Intrinsic value: 2.76
Implied volatility: 1.31
Historic volatility: 0.58
Parity: 2.76
Time value: 0.04
Break-even: 78.63
Moneyness: 1.55
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 0.71%
Delta: 0.83
Theta: -0.04
Omega: 2.31
Rho: 0.06
 

Quote data

Open: 2.76
High: 3.55
Low: 2.68
Previous Close: 2.76
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+39.76%
1 Month  
+22.84%
3 Months  
+32.96%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.91 2.54
1M High / 1M Low: 3.27 2.54
6M High / 6M Low: 3.68 1.28
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.74
Avg. volume 1W:   0.00
Avg. price 1M:   2.88
Avg. volume 1M:   0.00
Avg. price 6M:   2.58
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   84.04%
Volatility 6M:   139.97%
Volatility 1Y:   -
Volatility 3Y:   -