UC WAR. CALL 06/24 FDX/ DE000HC3LDZ0 /
2024-05-06 1:41:43 PM | Chg.- | Bid2:14:48 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
5.820EUR | - | 5.790 Bid Size: 4,000 |
- Ask Size: - |
FEDEX CORP. D... | 200.00 - | 2024-06-19 | Call |
Master data
WKN: | HC3LDZ |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | FEDEX CORP. DL-,10 |
Type: | Warrant |
Option type: | Call |
Strike price: | 200.00 - |
Maturity: | 2024-06-19 |
Issue date: | 2023-01-27 |
Last trading day: | 2024-05-07 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 4.04 |
Leverage: | Yes |
Calculated values
Fair value: | 3.45 |
---|---|
Intrinsic value: | 3.41 |
Implied volatility: | 2.02 |
Historic volatility: | 0.22 |
Parity: | 3.41 |
Time value: | 2.39 |
Break-even: | 258.00 |
Moneyness: | 1.17 |
Premium: | 0.10 |
Premium p.a.: | 6.18 |
Spread abs.: | 0.11 |
Spread %: | 1.93% |
Delta: | 0.72 |
Theta: | -0.99 |
Omega: | 2.90 |
Rho: | 0.05 |
Quote data
Open: | 5.710 |
---|---|
High: | 5.820 |
Low: | 5.710 |
Previous Close: | 5.750 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | +0.69% | ||
3 Months | +27.91% | ||
YTD | +9.81% | ||
1 Year | +44.42% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | - | - |
---|---|---|
1M High / 1M Low: | 5.820 | 5.750 |
6M High / 6M Low: | 8.570 | 3.810 |
High (YTD): | 2024-03-28 | 8.570 |
Low (YTD): | 2024-02-15 | 3.810 |
52W High: | 2024-03-28 | 8.570 |
52W Low: | 2024-02-15 | 3.810 |
Avg. price 1W: | - | |
Avg. volume 1W: | - | |
Avg. price 1M: | 5.783 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 5.568 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 5.741 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 19.41% | |
Volatility 6M: | 99.17% | |
Volatility 1Y: | 90.96% | |
Volatility 3Y: | - |