UC WAR. CALL 01/25 E3X1/ DE000HC545Y4 /
| 2024-05-22 1:41:47 PM | Chg.0.0000 | Bid3:08:12 PM | Ask3:08:12 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.9700EUR | 0.00% | 1.9500 Bid Size: 4,000 |
1.9800 Ask Size: 4,000 |
EXPEDIA GRP INC. DL-... | 100.00 - | 2025-01-15 | Call |
Master data
| WKN: | HC545Y |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | EXPEDIA GRP INC. DL-,0001 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 100.00 - |
| Maturity: | 2025-01-15 |
| Issue date: | 2023-03-17 |
| Last trading day: | 2025-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.20 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.58 |
|---|---|
| Intrinsic value: | 0.29 |
| Implied volatility: | 0.53 |
| Historic volatility: | 0.40 |
| Parity: | 0.29 |
| Time value: | 1.69 |
| Break-even: | 119.80 |
| Moneyness: | 1.03 |
| Premium: | 0.16 |
| Premium p.a.: | 0.26 |
| Spread abs.: | 0.01 |
| Spread %: | 0.51% |
| Delta: | 0.63 |
| Theta: | -0.04 |
| Omega: | 3.29 |
| Rho: | 0.30 |
Quote data
| Open: | 1.9700 |
|---|---|
| High: | 1.9700 |
| Low: | 1.9700 |
| Previous Close: | 1.9700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -1.99% | ||
|---|---|---|---|
| 1 Month | -46.76% | ||
| 3 Months | -55.63% | ||
| YTD | -64.88% | ||
| 1 Year | -4.83% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.1600 | 1.9700 |
|---|---|---|
| 1M High / 1M Low: | 4.1000 | 1.9700 |
| 6M High / 6M Low: | 6.2500 | 1.9700 |
| High (YTD): | 2024-02-08 | 6.2500 |
| Low (YTD): | 2024-05-21 | 1.9700 |
| 52W High: | 2024-02-08 | 6.2500 |
| 52W Low: | 2023-11-01 | 1.6300 |
| Avg. price 1W: | 2.0780 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.8348 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 4.3269 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 3.4477 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 152.20% | |
| Volatility 6M: | 95.89% | |
| Volatility 1Y: | 114.99% | |
| Volatility 3Y: | - |
