UniCredit Call 68 EXPE 16.12.2020/  DE000HZ8AML6  /

EUWAX
10/28/2020  8:33:38 PM Chg.-0.14 Bid8:59:19 PM Ask8:59:51 PM Underlying Strike price Expiration date Option type
2.23EUR -5.91% 2.14
Bid Size: 6,000
2.16
Ask Size: 6,000
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: 3.53
Leverage: Yes

Calculated values

Fair value: 2.63
Intrinsic value: 2.63
Implied volatility: -
Historic volatility: 0.59
Parity: 2.63
Time value: -0.25
Break-even: 81.52
Moneyness: 1.46
Premium: -0.03
Premium p.a.: -0.20
Spread abs.: 0.02
Spread %: 0.84%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 2.24
High: 2.25
Low: 2.09
Previous Close: 2.37
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.21%
1 Month
  -5.11%
3 Months  
+17.37%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.93 2.14
1M High / 1M Low: 2.93 1.93
6M High / 6M Low: 3.07 0.96
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.59
Avg. volume 1W:   0.00
Avg. price 1M:   2.34
Avg. volume 1M:   0.00
Avg. price 6M:   2.12
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   168.59%
Volatility 6M:   166.95%
Volatility 1Y:   -
Volatility 3Y:   -