UniCredit Call 92.5 E3X1 16.12.20.../  DE000HR1Q5E5  /

Frankfurt Zert./HVB
10/23/2020  9:55:14 PM Chg.+0.120 Bid9:59:25 PM Ask9:59:25 PM Underlying Strike price Expiration date Option type
1.270EUR +10.43% 1.260
Bid Size: 25,000
1.270
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: 7.28
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 1.31
Historic volatility: 0.59
Parity: -0.73
Time value: 1.17
Break-even: 104.20
Moneyness: 0.92
Premium: 0.22
Premium p.a.: 3.00
Spread abs.: 0.01
Spread %: 0.85%
Delta: 0.47
Theta: -0.12
Omega: 3.42
Rho: 0.04
 

Quote data

Open: 1.150
High: 1.280
Low: 1.120
Previous Close: 1.150
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+86.76%
1 Month  
+36.56%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.270 0.680
1M High / 1M Low: 1.270 0.630
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.914
Avg. volume 1W:   0.000
Avg. price 1M:   0.840
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   256.47%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -