UniCredit Call 68 EXPE 16.12.2020/  DE000HZ8AML6  /

EUWAX
10/19/2020  8:40:29 PM Chg.+0.12 Bid9:56:08 PM Ask9:57:08 PM Underlying Strike price Expiration date Option type
2.19EUR +5.80% 2.13
Bid Size: 20,000
2.15
Ask Size: 20,000
Expedia Group 68.00 USD 12/16/2020 Call

Master data

WKN: HZ8AML
Issuer: UniCredit
Currency: EUR
Underlying: Expedia Group
Type: Warrant
Option type: Call
Strike price: 68.00 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: 3.76
Leverage: Yes

Calculated values

Fair value: 1.94
Intrinsic value: 1.94
Implied volatility: 1.10
Historic volatility: 0.59
Parity: 1.94
Time value: 0.12
Break-even: 78.64
Moneyness: 1.33
Premium: 0.02
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 0.97%
Delta: 0.75
Theta: -0.04
Omega: 2.83
Rho: 0.06
 

Quote data

Open: 2.05
High: 2.19
Low: 2.05
Previous Close: 2.07
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.73%
1 Month
  -9.50%
3 Months  
+0.92%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.63 1.93
1M High / 1M Low: 2.63 1.93
6M High / 6M Low: 3.07 0.96
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.23
Avg. volume 1W:   0.00
Avg. price 1M:   2.27
Avg. volume 1M:   0.00
Avg. price 6M:   2.05
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   103.77%
Volatility 6M:   163.03%
Volatility 1Y:   -
Volatility 3Y:   -