UniCredit Call 92.5 E3X1 16.12.20.../  DE000HR1Q5E5  /

Frankfurt Zert./HVB
10/22/2020  8:01:10 PM Chg.+0.380 Bid8:11:10 PM Ask8:11:10 PM Underlying Strike price Expiration date Option type
1.100EUR +52.78% 1.130
Bid Size: 25,000
1.140
Ask Size: 25,000
EXPEDIA GRP INC. DL-... 92.50 - 12/16/2020 Call

Master data

WKN: HR1Q5E
Issuer: UniCredit
Currency: EUR
Underlying: EXPEDIA GRP INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 92.50 -
Maturity: 12/16/2020
Issue date: 9/14/2020
Last trading day: 12/15/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.86
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 1.16
Historic volatility: 0.58
Parity: -1.43
Time value: 0.72
Break-even: 99.70
Moneyness: 0.85
Premium: 0.27
Premium p.a.: 4.01
Spread abs.: 0.01
Spread %: 1.39%
Delta: 0.37
Theta: -0.09
Omega: 4.04
Rho: 0.03
 

Quote data

Open: 0.690
High: 1.110
Low: 0.650
Previous Close: 0.720
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+71.88%
1 Month  
+17.02%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.750 0.630
1M High / 1M Low: 0.980 0.630
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.684
Avg. volume 1W:   0.000
Avg. price 1M:   0.820
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   129.53%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -