UniCredit Call 67.5 EXPE 16.12.20.../  DE000HZ8AMK8  /

EUWAX
10/19/2020  4:49:34 PM Chg.+0.05 Bid5:34:31 PM Ask5:34:31 PM Underlying Strike price Expiration date Option type
2.16EUR +2.37% 2.17
Bid Size: 20,000
2.19
Ask Size: 20,000
Expedia Group 67.50 USD 12/16/2020 Call

Master data

WKN: HZ8AMK
Issuer: UniCredit
Currency: EUR
Underlying: Expedia Group
Type: Warrant
Option type: Call
Strike price: 67.50 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: 3.69
Leverage: Yes

Calculated values

Fair value: 1.98
Intrinsic value: 1.98
Implied volatility: 1.11
Historic volatility: 0.59
Parity: 1.98
Time value: 0.12
Break-even: 78.62
Moneyness: 1.34
Premium: 0.02
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 0.95%
Delta: 0.76
Theta: -0.04
Omega: 2.79
Rho: 0.06
 

Quote data

Open: 2.08
High: 2.16
Low: 2.08
Previous Close: 2.11
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.10%
1 Month
  -11.84%
3 Months
  -1.82%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.67 1.97
1M High / 1M Low: 2.67 1.97
6M High / 6M Low: 3.11 0.98
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.27
Avg. volume 1W:   0.00
Avg. price 1M:   2.30
Avg. volume 1M:   0.00
Avg. price 6M:   2.08
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   103.04%
Volatility 6M:   162.47%
Volatility 1Y:   -
Volatility 3Y:   -