UniCredit Call 70 EXPE 16.12.2020/  DE000HZ8AMM4  /

EUWAX
10/20/2020  10:34:04 AM Chg.-0.04 Bid11:05:31 AM Ask11:06:00 AM Underlying Strike price Expiration date Option type
2.00EUR -1.96% 2.01
Bid Size: 2,000
2.06
Ask Size: 2,000
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: 3.91
Leverage: Yes

Calculated values

Fair value: 1.88
Intrinsic value: 1.88
Implied volatility: 1.07
Historic volatility: 0.59
Parity: 1.88
Time value: 0.12
Break-even: 79.48
Moneyness: 1.32
Premium: 0.02
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 1.00%
Delta: 0.75
Theta: -0.04
Omega: 2.92
Rho: 0.06
 

Quote data

Open: 2.00
High: 2.00
Low: 2.00
Previous Close: 2.04
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.98%
1 Month
  -11.89%
3 Months
  -1.96%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.15 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:   2.00
Avg. volume 1W:   0.00
Avg. price 1M:   2.12
Avg. volume 1M:   0.00
Avg. price 6M:   1.93
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   107.88%
Volatility 6M:   167.45%
Volatility 1Y:   -
Volatility 3Y:   -