UniCredit Call 70 EXPE 16.12.2020/  DE000HZ8AMM4  /

EUWAX
12/4/2020  5:21:57 PM Chg.-0.12 Bid7:19:49 PM Ask- Underlying Strike price Expiration date Option type
4.64EUR -2.52% 4.74
Bid Size: 15,000
-
Ask Size: -
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: 2.25
Leverage: Yes

Calculated values

Fair value: 4.76
Intrinsic value: 4.76
Implied volatility: -
Historic volatility: 0.57
Parity: 4.76
Time value: -0.08
Break-even: 104.44
Moneyness: 1.83
Premium: -0.01
Premium p.a.: -0.22
Spread abs.: -0.03
Spread %: -0.64%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 4.72
High: 4.74
Low: 4.64
Previous Close: 4.76
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.22%
1 Month  
+82.68%
3 Months  
+70.59%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.84 4.41
1M High / 1M Low: 4.84 2.54
6M High / 6M Low: 4.84 1.37
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.64
Avg. volume 1W:   0.00
Avg. price 1M:   4.20
Avg. volume 1M:   0.00
Avg. price 6M:   2.45
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   223.32%
Volatility 6M:   155.98%
Volatility 1Y:   -
Volatility 3Y:   -