UniCredit Call 62.5 EXPE 16.12.20.../  DE000HZ8AMG6  /

EUWAX
10/20/2020  8:26:06 PM Chg.- Bid9:03:07 AM Ask9:02:06 AM Underlying Strike price Expiration date Option type
2.70EUR - 2.61
Bid Size: 2,000
2.66
Ask Size: 2,000
Expedia Group 62.50 USD 12/16/2020 Call

Master data

WKN: HZ8AMG
Issuer: UniCredit
Currency: EUR
Underlying: Expedia Group
Type: Warrant
Option type: Call
Strike price: 62.50 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: 2.99
Leverage: Yes

Calculated values

Fair value: 2.58
Intrinsic value: 2.58
Implied volatility: 1.25
Historic volatility: 0.58
Parity: 2.58
Time value: 0.05
Break-even: 79.14
Moneyness: 1.49
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 0.76%
Delta: 0.81
Theta: -0.04
Omega: 2.43
Rho: 0.06
 

Quote data

Open: 2.58
High: 2.71
Low: 2.58
Previous Close: 2.62
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.12%
1 Month  
+6.30%
3 Months  
+4.25%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.70 2.34
1M High / 1M Low: 3.07 2.34
6M High / 6M Low: 3.49 1.16
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.56
Avg. volume 1W:   0.00
Avg. price 1M:   2.68
Avg. volume 1M:   0.00
Avg. price 6M:   2.40
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   90.21%
Volatility 6M:   145.84%
Volatility 1Y:   -
Volatility 3Y:   -