UC WAR. CALL 06/24 FMC1/ DE000HC49CJ0 /
| 2024-05-03 9:40:26 PM | Chg.+0.0300 | Bid9:59:50 PM | Ask9:59:50 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9300EUR | +3.33% | 0.8100 Bid Size: 15,000 |
0.9300 Ask Size: 15,000 |
Ford Motor Company | 11.826 USD | 2024-06-19 | Call |
Master data
| WKN: | HC49CJ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Ford Motor Company |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 11.83 USD |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-02-20 |
| Last trading day: | 2024-06-18 |
| Ratio: | 1:1.01 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 11.47 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.92 |
|---|---|
| Intrinsic value: | 0.63 |
| Implied volatility: | 0.38 |
| Historic volatility: | 0.31 |
| Parity: | 0.63 |
| Time value: | 0.40 |
| Break-even: | 12.04 |
| Moneyness: | 1.06 |
| Premium: | 0.03 |
| Premium p.a.: | 0.30 |
| Spread abs.: | 0.12 |
| Spread %: | 13.19% |
| Delta: | 0.69 |
| Theta: | -0.01 |
| Omega: | 7.93 |
| Rho: | 0.01 |
Quote data
| Open: | 0.9100 |
|---|---|
| High: | 0.9500 |
| Low: | 0.9100 |
| Previous Close: | 0.9000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -27.34% | ||
|---|---|---|---|
| 1 Month | -50.79% | ||
| 3 Months | -10.58% | ||
| YTD | -23.14% | ||
| 1 Year | -45.29% | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 1.2800 | 0.8700 |
|---|---|---|
| 1M High / 1M Low: | 1.8900 | 0.8000 |
| 6M High / 6M Low: | 1.8900 | 0.3800 |
| High (YTD): | 2024-04-03 | 1.8900 |
| Low (YTD): | 2024-01-24 | 0.5600 |
| 52W High: | 2023-07-05 | 3.8500 |
| 52W Low: | 2023-11-13 | 0.3800 |
| Avg. price 1W: | 1.0450 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.2767 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.9724 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.4876 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 276.58% | |
| Volatility 6M: | 213.42% | |
| Volatility 1Y: | 179.50% | |
| Volatility 3Y: | - |
