UC WAR. CALL 09/24 FMC1/ DE000HD18TW0 /
2024-06-06 9:42:09 PM | Chg.0.0000 | Bid2024-06-06 | Ask2024-06-06 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1600EUR | 0.00% | 0.0900 Bid Size: 30,000 |
0.2000 Ask Size: 30,000 |
Ford Motor Company | 15.7679 USD | 2024-09-18 | Call |
Master data
WKN: | HD18TW |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Ford Motor Company |
Type: | Warrant |
Option type: | Call |
Strike price: | 15.77 USD |
Maturity: | 2024-09-18 |
Issue date: | 2023-12-11 |
Last trading day: | 2024-09-17 |
Ratio: | 1:1.01 |
Exercise type: | American |
Quanto: | No |
Gearing: | 20.86 |
Leverage: | Yes |
Calculated values
Fair value: | 0.04 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.63 |
Historic volatility: | 0.29 |
Parity: | -3.45 |
Time value: | 0.54 |
Break-even: | 15.03 |
Moneyness: | 0.77 |
Premium: | 0.35 |
Premium p.a.: | 1.90 |
Spread abs.: | 0.45 |
Spread %: | 500.00% |
Delta: | 0.27 |
Theta: | -0.01 |
Omega: | 5.71 |
Rho: | 0.01 |
Quote data
Open: | 0.1600 |
---|---|
High: | 0.1600 |
Low: | 0.1600 |
Previous Close: | 0.1600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | -38.46% | ||
3 Months | -51.52% | ||
YTD | -61.90% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1600 | 0.1600 |
---|---|---|
1M High / 1M Low: | 0.2600 | 0.1600 |
6M High / 6M Low: | - | - |
High (YTD): | 2024-04-03 | 0.5400 |
Low (YTD): | 2024-06-06 | 0.1600 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.1600 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.2061 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 70.79% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |