UC WAR. CALL 09/24 E3X1/ DE000HD03R63 /
| 2024-05-16 9:40:28 AM | Chg.0.0000 | Bid11:00:04 AM | Ask11:00:04 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6000EUR | 0.00% | 0.5900 Bid Size: 8,000 |
0.6300 Ask Size: 8,000 |
Expedia Group Inc | 120.00 USD | 2024-09-18 | Call |
Master data
| WKN: | HD03R6 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Expedia Group Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 120.00 USD |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-23 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 16.93 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.74 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.40 |
| Parity: | -0.69 |
| Time value: | 0.61 |
| Break-even: | 116.31 |
| Moneyness: | 0.94 |
| Premium: | 0.13 |
| Premium p.a.: | 0.41 |
| Spread abs.: | 0.01 |
| Spread %: | 1.67% |
| Delta: | 0.44 |
| Theta: | -0.04 |
| Omega: | 7.43 |
| Rho: | 0.13 |
Quote data
| Open: | 0.6000 |
|---|---|
| High: | 0.6000 |
| Low: | 0.6000 |
| Previous Close: | 0.6000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.25% | ||
|---|---|---|---|
| 1 Month | -67.74% | ||
| 3 Months | -75.61% | ||
| YTD | -84.81% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6500 | 0.6000 |
|---|---|---|
| 1M High / 1M Low: | 2.3300 | 0.6000 |
| 6M High / 6M Low: | 4.4400 | 0.6000 |
| High (YTD): | 2024-02-08 | 4.4400 |
| Low (YTD): | 2024-05-15 | 0.6000 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6380 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.4876 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.7281 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 231.61% | |
| Volatility 6M: | 137.79% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
