UniCredit Put 87.5 E3X1 16.12.202.../  DE000HR10KC8  /

EUWAX
10/19/2020  3:37:10 PM Chg.-0.050 Bid5:50:17 PM Ask5:50:17 PM Underlying Strike price Expiration date Option type
0.490EUR -9.26% 0.520
Bid Size: 50,000
0.530
Ask Size: 50,000
EXPEDIA GRP INC. DL-... 87.50 - 12/16/2020 Put

Master data

WKN: HR10KC
Issuer: UniCredit
Currency: EUR
Underlying: EXPEDIA GRP INC. DL-,0001
Type: Warrant
Option type: Put
Strike price: 87.50 -
Maturity: 12/16/2020
Issue date: 8/28/2020
Last trading day: 12/15/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -13.35
Leverage: Yes

Calculated values

Fair value: 1.99
Intrinsic value: 1.01
Implied volatility: -
Historic volatility: 0.59
Parity: 1.01
Time value: -0.43
Break-even: 81.70
Moneyness: 1.13
Premium: -0.06
Premium p.a.: -0.30
Spread abs.: 0.01
Spread %: 1.72%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.530
High: 0.530
Low: 0.490
Previous Close: 0.540
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.64%
1 Month
  -22.22%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.650 0.390
1M High / 1M Low: 0.740 0.390
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.516
Avg. volume 1W:   0.000
Avg. price 1M:   0.583
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   197.14%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -