UniCredit Call 75 EXPE 16.12.2020/  DE000HZ916L7  /

EUWAX
10/22/2020  8:10:12 PM Chg.+0.54 Bid8:47:51 PM Ask8:48:04 PM Underlying Strike price Expiration date Option type
2.23EUR +31.95% 2.26
Bid Size: 20,000
2.29
Ask Size: 20,000
Expedia Group 75.00 USD 12/16/2020 Call

Master data

WKN: HZ916L
Issuer: UniCredit
Currency: EUR
Underlying: Expedia Group
Type: Warrant
Option type: Call
Strike price: 75.00 USD
Maturity: 12/16/2020
Issue date: 4/9/2020
Last trading day: 12/15/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.66
Leverage: Yes

Calculated values

Fair value: 1.49
Intrinsic value: 1.49
Implied volatility: 1.01
Historic volatility: 0.58
Parity: 1.49
Time value: 0.19
Break-even: 80.08
Moneyness: 1.24
Premium: 0.02
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 0.60%
Delta: 0.70
Theta: -0.04
Omega: 3.26
Rho: 0.06
 

Quote data

Open: 1.63
High: 2.23
Low: 1.58
Previous Close: 1.69
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+49.66%
1 Month  
+20.54%
3 Months  
+25.28%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.78 1.49
1M High / 1M Low: 2.04 1.49
6M High / 6M Low: 2.58 0.73
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.64
Avg. volume 1W:   0.00
Avg. price 1M:   1.77
Avg. volume 1M:   0.00
Avg. price 6M:   1.67
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   98.27%
Volatility 6M:   186.88%
Volatility 1Y:   -
Volatility 3Y:   -