UniCredit Call 90 EXPE 16.12.2020/  DE000HZ7JT32  /

Frankfurt Zert./HVB
10/22/2020  3:03:01 PM Chg.-0.080 Bid10/22/2020 Ask10/22/2020 Underlying Strike price Expiration date Option type
0.750EUR -9.64% 0.750
Bid Size: 15,000
0.760
Ask Size: 15,000
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: 9.42
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.23
Implied volatility: 0.83
Historic volatility: 0.58
Parity: 0.23
Time value: 0.60
Break-even: 84.24
Moneyness: 1.03
Premium: 0.08
Premium p.a.: 0.64
Spread abs.: 0.01
Spread %: 1.20%
Delta: 0.50
Theta: -0.05
Omega: 4.71
Rho: 0.05
 

Quote data

Open: 0.790
High: 0.800
Low: 0.750
Previous Close: 0.830
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+1.35%
1 Month
  -28.57%
3 Months
  -31.82%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.860 0.740
1M High / 1M Low: 1.100 0.740
6M High / 6M Low: 1.730 0.380
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.792
Avg. volume 1W:   0.000
Avg. price 1M:   0.928
Avg. volume 1M:   0.000
Avg. price 6M:   0.984
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   122.22%
Volatility 6M:   241.43%
Volatility 1Y:   -
Volatility 3Y:   -