UniCredit Call 96 EXPE 16.12.2020/  DE000HZ7JT40  /

Frankfurt Zert./HVB
10/30/2020  8:46:17 PM Chg.-0.040 Bid8:59:45 PM Ask8:59:45 PM Underlying Strike price Expiration date Option type
0.710EUR -5.33% -
Bid Size: -
-
Ask Size: -
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: 11.20
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.00
Implied volatility: 0.86
Historic volatility: 0.60
Parity: -0.07
Time value: 0.73
Break-even: 89.73
Moneyness: 0.99
Premium: 0.10
Premium p.a.: 1.09
Spread abs.: 0.01
Spread %: 1.37%
Delta: 0.46
Theta: -0.06
Omega: 5.14
Rho: 0.04
 

Quote data

Open: 0.670
High: 0.750
Low: 0.660
Previous Close: 0.750
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -34.26%
1 Month  
+9.23%
3 Months  
+61.36%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.900 0.620
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:   0.740
Avg. volume 1W:   0.000
Avg. price 1M:   0.707
Avg. volume 1M:   0.000
Avg. price 6M:   0.793
Avg. volume 6M:   3.185
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   279.58%
Volatility 6M:   284.80%
Volatility 1Y:   -
Volatility 3Y:   -