UC WAR. CALL 06/24 E3X1/ DE000HC545W8 /
| 2024-05-14 11:42:05 AM | Chg.- | Bid12:01:07 PM | Ask2024-05-14 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2900EUR | - | 1.2400 Bid Size: 3,000 |
- Ask Size: 3,000 |
EXPEDIA GRP INC. DL-... | 100.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC545W |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | EXPEDIA GRP INC. DL-,0001 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 100.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-03-17 |
| Last trading day: | 2024-05-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 8.01 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.82 |
|---|---|
| Intrinsic value: | 0.49 |
| Implied volatility: | 0.81 |
| Historic volatility: | 0.41 |
| Parity: | 0.49 |
| Time value: | 0.82 |
| Break-even: | 113.10 |
| Moneyness: | 1.05 |
| Premium: | 0.08 |
| Premium p.a.: | 1.18 |
| Spread abs.: | -0.01 |
| Spread %: | -0.76% |
| Delta: | 0.63 |
| Theta: | -0.15 |
| Omega: | 5.05 |
| Rho: | 0.05 |
Quote data
| Open: | 1.2900 |
|---|---|
| High: | 1.2900 |
| Low: | 1.2900 |
| Previous Close: | 1.2900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +7.50% | ||
|---|---|---|---|
| 1 Month | -55.05% | ||
| 3 Months | -66.58% | ||
| YTD | -74.95% | ||
| 1 Year | -5.15% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.3000 | 1.2000 |
|---|---|---|
| 1M High / 1M Low: | 3.4900 | 1.2000 |
| 6M High / 6M Low: | 5.7200 | 1.2000 |
| High (YTD): | 2024-02-08 | 5.7200 |
| Low (YTD): | 2024-05-08 | 1.2000 |
| 52W High: | 2024-02-08 | 5.7200 |
| 52W Low: | 2023-11-01 | 1.0800 |
| Avg. price 1W: | 1.2700 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.4767 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.8490 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 2.8996 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 199.42% | |
| Volatility 6M: | 118.72% | |
| Volatility 1Y: | 149.48% | |
| Volatility 3Y: | - |
