UniCredit Call 96 EXPE 16.12.2020/  DE000HZ7JT40  /

EUWAX
10/21/2020  10:26:58 AM Chg.-0.060 Bid12:54:53 PM Ask12:44:36 PM Underlying Strike price Expiration date Option type
0.580EUR -9.38% 0.580
Bid Size: 20,000
0.600
Ask Size: 20,000
Expedia Group 96.00 USD 12/16/2020 Call

Master data

WKN: HZ7JT4
Issuer: UniCredit
Currency: EUR
Underlying: Expedia Group
Type: Warrant
Option type: Call
Strike price: 96.00 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: 12.88
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.00
Implied volatility: 0.78
Historic volatility: 0.58
Parity: -0.26
Time value: 0.61
Break-even: 87.26
Moneyness: 0.97
Premium: 0.11
Premium p.a.: 0.98
Spread abs.: 0.01
Spread %: 1.64%
Delta: 0.41
Theta: -0.05
Omega: 5.32
Rho: 0.04
 

Quote data

Open: 0.580
High: 0.580
Low: 0.580
Previous Close: 0.640
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.77%
1 Month
  -17.14%
3 Months
  -38.30%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.650 0.490
1M High / 1M Low: 0.880 0.490
6M High / 6M Low: 1.390 0.250
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.576
Avg. volume 1W:   0.000
Avg. price 1M:   0.693
Avg. volume 1M:   0.000
Avg. price 6M:   0.768
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   182.50%
Volatility 6M:   265.15%
Volatility 1Y:   -
Volatility 3Y:   -