UniCredit Call 70 EXPE 16.12.2020/  DE000HZ8AMM4  /

EUWAX
10/22/2020  8:26:26 PM Chg.+0.74 Bid8:31:13 PM Ask8:31:13 PM Underlying Strike price Expiration date Option type
2.74EUR +37.00% 2.74
Bid Size: 20,000
2.77
Ask Size: 20,000
Expedia Group 70.00 USD 12/16/2020 Call

Master data

WKN: HZ8AMM
Issuer: UniCredit
Currency: EUR
Underlying: Expedia Group
Type: Warrant
Option type: Call
Strike price: 70.00 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: 3.85
Leverage: Yes

Calculated values

Fair value: 1.92
Intrinsic value: 1.92
Implied volatility: 1.09
Historic volatility: 0.58
Parity: 1.92
Time value: 0.11
Break-even: 79.36
Moneyness: 1.32
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 0.49%
Delta: 0.75
Theta: -0.04
Omega: 2.90
Rho: 0.06
 

Quote data

Open: 1.99
High: 2.74
Low: 1.92
Previous Close: 2.00
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+53.07%
1 Month  
+27.44%
3 Months  
+33.01%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.13 1.79
1M High / 1M Low: 2.48 1.79
6M High / 6M Low: 2.93 0.89
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.98
Avg. volume 1W:   0.00
Avg. price 1M:   2.12
Avg. volume 1M:   0.00
Avg. price 6M:   1.95
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   105.72%
Volatility 6M:   165.48%
Volatility 1Y:   -
Volatility 3Y:   -