UC WAR. CALL 01/25 E3X1/ DE000HC3LD62 /
2024-06-10 9:42:01 PM | Chg.+0.0300 | Bid9:56:42 PM | Ask9:56:42 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.5800EUR | +5.45% | 0.5700 Bid Size: 20,000 |
0.5800 Ask Size: 20,000 |
EXPEDIA GRP INC. DL-... | 150.00 - | 2025-01-15 | Call |
Master data
WKN: | HC3LD6 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | EXPEDIA GRP INC. DL-,0001 |
Type: | Warrant |
Option type: | Call |
Strike price: | 150.00 - |
Maturity: | 2025-01-15 |
Issue date: | 2023-01-27 |
Last trading day: | 2025-01-14 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 19.68 |
Leverage: | Yes |
Calculated values
Fair value: | 0.47 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.44 |
Historic volatility: | 0.40 |
Parity: | -3.58 |
Time value: | 0.58 |
Break-even: | 155.80 |
Moneyness: | 0.76 |
Premium: | 0.36 |
Premium p.a.: | 0.68 |
Spread abs.: | 0.01 |
Spread %: | 1.75% |
Delta: | 0.28 |
Theta: | -0.03 |
Omega: | 5.59 |
Rho: | 0.16 |
Quote data
Open: | 0.5500 |
---|---|
High: | 0.5800 |
Low: | 0.5300 |
Previous Close: | 0.5500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +65.71% | ||
---|---|---|---|
1 Month | +61.11% | ||
3 Months | -60.00% | ||
YTD | -78.68% | ||
1 Year | -50.00% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.5500 | 0.3200 |
---|---|---|
1M High / 1M Low: | 0.5500 | 0.2800 |
6M High / 6M Low: | 3.1400 | 0.2800 |
High (YTD): | 2024-02-08 | 3.1400 |
Low (YTD): | 2024-05-30 | 0.2800 |
52W High: | 2024-02-08 | 3.1400 |
52W Low: | 2024-05-30 | 0.2800 |
Avg. price 1W: | 0.4140 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.3486 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.5685 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 1.3300 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 156.09% | |
Volatility 6M: | 150.75% | |
Volatility 1Y: | 166.52% | |
Volatility 3Y: | - |