UniCredit Call 96 EXPE 16.12.2020/  DE000HZ7JT40  /

Frankfurt Zert./HVB
10/23/2020  9:55:49 PM Chg.+0.110 Bid9:58:36 PM Ask9:58:36 PM Underlying Strike price Expiration date Option type
1.080EUR +11.34% 1.080
Bid Size: 30,000
1.090
Ask Size: 30,000
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: 7.82
Leverage: Yes

Calculated values

Fair value: 0.65
Intrinsic value: 0.42
Implied volatility: 0.93
Historic volatility: 0.59
Parity: 0.42
Time value: 0.67
Break-even: 91.85
Moneyness: 1.05
Premium: 0.08
Premium p.a.: 0.68
Spread abs.: 0.01
Spread %: 0.92%
Delta: 0.54
Theta: -0.06
Omega: 4.20
Rho: 0.05
 

Quote data

Open: 0.970
High: 1.090
Low: 0.950
Previous Close: 0.970
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+107.69%
1 Month  
+35.00%
3 Months  
+52.11%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.080 0.550
1M High / 1M Low: 1.080 0.520
6M High / 6M Low: 1.440 0.270
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.760
Avg. volume 1W:   0.000
Avg. price 1M:   0.704
Avg. volume 1M:   0.000
Avg. price 6M:   0.789
Avg. volume 6M:   3.234
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   267.43%
Volatility 6M:   285.59%
Volatility 1Y:   -
Volatility 3Y:   -