UniCredit Call 80 EXPE 16.12.2020/  DE000HZ8UV16  /

EUWAX
10/22/2020  1:15:09 PM Chg.-0.10 Bid2:14:44 PM Ask2:13:41 PM Underlying Strike price Expiration date Option type
1.26EUR -7.35% 1.25
Bid Size: 3,000
1.27
Ask Size: 3,000
Expedia Group 80.00 USD 12/16/2020 Call

Master data

WKN: HZ8UV1
Issuer: UniCredit
Currency: EUR
Underlying: Expedia Group
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 12/16/2020
Issue date: 4/2/2020
Last trading day: 12/15/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.75
Leverage: Yes

Calculated values

Fair value: 1.07
Intrinsic value: 1.07
Implied volatility: 0.94
Historic volatility: 0.58
Parity: 1.07
Time value: 0.29
Break-even: 81.10
Moneyness: 1.16
Premium: 0.04
Premium p.a.: 0.27
Spread abs.: 0.01
Spread %: 0.74%
Delta: 0.64
Theta: -0.04
Omega: 3.69
Rho: 0.06
 

Quote data

Open: 1.30
High: 1.30
Low: 1.26
Previous Close: 1.36
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.62%
1 Month
  -17.65%
3 Months
  -18.18%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.42 1.16
1M High / 1M Low: 1.75 1.16
6M High / 6M Low: 2.27 0.58
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.30
Avg. volume 1W:   0.00
Avg. price 1M:   1.46
Avg. volume 1M:   0.00
Avg. price 6M:   1.41
Avg. volume 6M:   76.30
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   146.91%
Volatility 6M:   195.80%
Volatility 1Y:   -
Volatility 3Y:   -