UniCredit Put 87.5 E3X1 16.12.202.../  DE000HR10KC8  /

EUWAX
10/20/2020  1:12:50 PM Chg.-0.040 Bid1:12:50 PM Ask1:12:50 PM Underlying Strike price Expiration date Option type
0.490EUR -7.55% 0.490
Bid Size: 9,000
0.500
Ask Size: 9,000
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: -14.77
Leverage: Yes

Calculated values

Fair value: 1.91
Intrinsic value: 0.92
Implied volatility: -
Historic volatility: 0.59
Parity: 0.92
Time value: -0.39
Break-even: 82.20
Moneyness: 1.12
Premium: -0.05
Premium p.a.: -0.28
Spread abs.: 0.01
Spread %: 1.89%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

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

Performance

1 Week  
+2.08%
1 Month
  -22.22%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.650 0.480
1M High / 1M Low: 0.740 0.390
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.544
Avg. volume 1W:   0.000
Avg. price 1M:   0.581
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   191.91%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -