UC WAR. CALL 09/24 E3X1/ DE000HD03R63 /
| 2024-06-11 9:40:16 PM | Chg.-0.0400 | Bid9:58:46 PM | Ask9:58:46 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0800EUR | -3.57% | 1.0600 Bid Size: 14,000 |
1.0700 Ask Size: 14,000 |
EXPEDIA GRP INC. DL-... | 120.00 - | 2024-09-18 | Call |
Master data
| WKN: | HD03R6 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | EXPEDIA GRP INC. DL-,0001 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 120.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-23 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 10.33 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.78 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.54 |
| Historic volatility: | 0.40 |
| Parity: | -0.54 |
| Time value: | 1.11 |
| Break-even: | 131.10 |
| Moneyness: | 0.96 |
| Premium: | 0.14 |
| Premium p.a.: | 0.64 |
| Spread abs.: | 0.01 |
| Spread %: | 0.91% |
| Delta: | 0.51 |
| Theta: | -0.07 |
| Omega: | 5.22 |
| Rho: | 0.13 |
Quote data
| Open: | 1.1200 |
|---|---|
| High: | 1.1200 |
| Low: | 1.0600 |
| Previous Close: | 1.1200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +54.29% | ||
|---|---|---|---|
| 1 Month | +66.15% | ||
| 3 Months | -55.92% | ||
| YTD | -72.66% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.1200 | 0.7000 |
|---|---|---|
| 1M High / 1M Low: | 1.1200 | 0.4800 |
| 6M High / 6M Low: | 4.4400 | 0.4800 |
| High (YTD): | 2024-02-08 | 4.4400 |
| Low (YTD): | 2024-05-30 | 0.4800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.9720 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6691 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.3816 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 171.50% | |
| Volatility 6M: | 149.11% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
