UniCredit Call 65 EXPE 16.12.2020/  DE000HZ8AMH4  /

EUWAX
10/22/2020  8:26:26 PM Chg.- Bid10:18:06 AM Ask10:13:55 AM Underlying Strike price Expiration date Option type
3.14EUR - 3.04
Bid Size: 2,000
3.10
Ask Size: 2,000
Expedia Group 65.00 USD 12/16/2020 Call

Master data

WKN: HZ8AMH
Issuer: UniCredit
Currency: EUR
Underlying: Expedia Group
Type: Warrant
Option type: Call
Strike price: 65.00 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: 2.53
Leverage: Yes

Calculated values

Fair value: 2.34
Intrinsic value: 2.34
Implied volatility: 1.96
Historic volatility: 0.59
Parity: 2.34
Time value: 0.76
Break-even: 86.02
Moneyness: 1.43
Premium: 0.10
Premium p.a.: 0.86
Spread abs.: 0.02
Spread %: 0.65%
Delta: 0.77
Theta: -0.12
Omega: 1.95
Rho: 0.04
 

Quote data

Open: 2.36
High: 3.14
Low: 2.29
Previous Close: 2.37
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+36.52%
1 Month  
+24.11%
3 Months  
+32.49%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.14 2.30
1M High / 1M Low: 3.14 2.15
6M High / 6M Low: 3.30 1.08
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.55
Avg. volume 1W:   0.00
Avg. price 1M:   2.52
Avg. volume 1M:   0.00
Avg. price 6M:   2.27
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   147.25%
Volatility 6M:   158.08%
Volatility 1Y:   -
Volatility 3Y:   -