UniCredit Call 90 EXPE 16.12.2020/  DE000HZ7JT32  /

Frankfurt Zert./HVB
10/29/2020  8:01:37 PM Chg.+0.150 Bid8:04:54 PM Ask8:04:54 PM Underlying Strike price Expiration date Option type
1.010EUR +17.44% 1.030
Bid Size: 30,000
1.040
Ask Size: 30,000
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: 9.52
Leverage: Yes

Calculated values

Fair value: 0.64
Intrinsic value: 0.43
Implied volatility: 0.78
Historic volatility: 0.60
Parity: 0.43
Time value: 0.42
Break-even: 85.11
Moneyness: 1.06
Premium: 0.05
Premium p.a.: 0.47
Spread abs.: 0.01
Spread %: 1.18%
Delta: 0.53
Theta: -0.04
Omega: 5.07
Rho: 0.05
 

Quote data

Open: 0.860
High: 1.020
Low: 0.800
Previous Close: 0.860
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -21.09%
1 Month  
+13.48%
3 Months  
+10.99%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.410 0.860
1M High / 1M Low: 1.410 0.740
6M High / 6M Low: 1.730 0.380
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.142
Avg. volume 1W:   0.000
Avg. price 1M:   0.954
Avg. volume 1M:   0.000
Avg. price 6M:   1.006
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   239.14%
Volatility 6M:   252.91%
Volatility 1Y:   -
Volatility 3Y:   -