UniCredit Call 90 EXPE 16.12.2020/  DE000HZ7JT32  /

EUWAX
10/23/2020  10:28:05 AM Chg.+0.390 Bid1:59:07 PM Ask1:59:07 PM Underlying Strike price Expiration date Option type
1.270EUR +44.32% 1.260
Bid Size: 10,000
1.270
Ask Size: 10,000
Expedia Group 90.00 USD 12/16/2020 Call

Master data

WKN: HZ7JT3
Issuer: UniCredit
Currency: EUR
Underlying: Expedia Group
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 12/16/2020
Issue date: 3/3/2020
Last trading day: 12/15/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.99
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.23
Implied volatility: 1.23
Historic volatility: 0.59
Parity: 0.23
Time value: 1.08
Break-even: 89.28
Moneyness: 1.03
Premium: 0.14
Premium p.a.: 1.39
Spread abs.: 0.01
Spread %: 0.76%
Delta: 0.55
Theta: -0.09
Omega: 3.30
Rho: 0.04
 

Quote data

Open: 1.270
High: 1.270
Low: 1.270
Previous Close: 0.880
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+69.33%
1 Month  
+25.74%
3 Months  
+14.41%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.890 0.750
1M High / 1M Low: 1.160 0.700
6M High / 6M Low: 1.690 0.350
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.832
Avg. volume 1W:   0.000
Avg. price 1M:   0.927
Avg. volume 1M:   0.000
Avg. price 6M:   0.982
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   161.45%
Volatility 6M:   234.72%
Volatility 1Y:   -
Volatility 3Y:   -