UniCredit Call 90 E3X1 17.03.2021/  DE000HR10KE4  /

EUWAX
11/25/2020  3:51:42 PM Chg.-0.07 Bid5:31:15 PM Ask5:31:15 PM Underlying Strike price Expiration date Option type
2.99EUR -2.29% 2.94
Bid Size: 20,000
2.96
Ask Size: 20,000
EXPEDIA GRP INC. DL-... 90.00 - 3/17/2021 Call

Master data

WKN: HR10KE
Issuer: UniCredit
Currency: EUR
Underlying: EXPEDIA GRP INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 3/17/2021
Issue date: 8/28/2020
Last trading day: 3/16/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.26
Leverage: Yes

Calculated values

Fair value: 1.32
Intrinsic value: 1.32
Implied volatility: 1.47
Historic volatility: 0.59
Parity: 1.32
Time value: 1.85
Break-even: 121.70
Moneyness: 1.15
Premium: 0.18
Premium p.a.: 0.71
Spread abs.: 0.02
Spread %: 0.63%
Delta: 0.65
Theta: -0.09
Omega: 2.10
Rho: 0.11
 

Quote data

Open: 3.12
High: 3.12
Low: 2.99
Previous Close: 3.06
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.24%
1 Month  
+75.88%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.09 2.83
1M High / 1M Low: 3.15 1.22
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.99
Avg. volume 1W:   0.00
Avg. price 1M:   2.22
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   250.85%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -