UniCredit Call 90 E3X1 17.03.2021/  DE000HR10KE4  /

EUWAX
12/2/2020  2:28:21 PM Chg.-0.07 Bid3:51:00 PM Ask3:51:00 PM Underlying Strike price Expiration date Option type
3.18EUR -2.15% 3.13
Bid Size: 20,000
3.15
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: 3.21
Leverage: Yes

Calculated values

Fair value: 1.31
Intrinsic value: 1.31
Implied volatility: 1.53
Historic volatility: 0.58
Parity: 1.31
Time value: 1.90
Break-even: 122.10
Moneyness: 1.15
Premium: 0.18
Premium p.a.: 0.80
Spread abs.: 0.02
Spread %: 0.62%
Delta: 0.65
Theta: -0.10
Omega: 2.09
Rho: 0.10
 

Quote data

Open: 3.14
High: 3.18
Low: 3.14
Previous Close: 3.25
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.71%
1 Month  
+133.82%
3 Months  
+56.65%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.25 2.95
1M High / 1M Low: 3.25 1.36
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.04
Avg. volume 1W:   0.00
Avg. price 1M:   2.60
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   235.03%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -