UniCredit Call 66 EXPE 16.12.2020/  DE000HZ8AMJ0  /

EUWAX
10/29/2020  8:20:19 PM Chg.- Bid8:59:37 PM Ask8:59:37 PM Underlying Strike price Expiration date Option type
2.56EUR - 2.58
Bid Size: 6,000
2.60
Ask Size: 6,000
Expedia Group 66.00 USD 12/16/2020 Call

Master data

WKN: HZ8AMJ
Issuer: UniCredit
Currency: EUR
Underlying: Expedia Group
Type: Warrant
Option type: Call
Strike price: 66.00 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: 3.02
Leverage: Yes

Calculated values

Fair value: 2.21
Intrinsic value: 2.21
Implied volatility: 1.57
Historic volatility: 0.60
Parity: 2.21
Time value: 0.39
Break-even: 82.51
Moneyness: 1.39
Premium: 0.05
Premium p.a.: 0.45
Spread abs.: 0.02
Spread %: 0.77%
Delta: 0.77
Theta: -0.09
Omega: 2.33
Rho: 0.04
 

Quote data

Open: 2.28
High: 2.56
Low: 2.24
Previous Close: 2.38
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.15%
1 Month  
+9.87%
3 Months  
+36.17%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.09 2.38
1M High / 1M Low: 3.09 2.08
6M High / 6M Low: 3.22 1.04
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.66
Avg. volume 1W:   0.00
Avg. price 1M:   2.49
Avg. volume 1M:   0.00
Avg. price 6M:   2.25
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   160.36%
Volatility 6M:   160.57%
Volatility 1Y:   -
Volatility 3Y:   -