UC WAR. CALL 12/24 E3X1/ DE000HC545X6 /
| 2024-06-04 9:41:44 PM | Chg.0.0000 | Bid9:55:32 PM | Ask9:55:32 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.0100EUR | 0.00% | 2.0400 Bid Size: 12,000 |
2.0500 Ask Size: 12,000 |
EXPEDIA GRP INC. DL-... | 100.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC545X |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | EXPEDIA GRP INC. DL-,0001 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 100.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-03-17 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.20 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.53 |
|---|---|
| Intrinsic value: | 0.46 |
| Implied volatility: | 0.56 |
| Historic volatility: | 0.40 |
| Parity: | 0.46 |
| Time value: | 1.55 |
| Break-even: | 120.10 |
| Moneyness: | 1.05 |
| Premium: | 0.15 |
| Premium p.a.: | 0.29 |
| Spread abs.: | 0.01 |
| Spread %: | 0.50% |
| Delta: | 0.64 |
| Theta: | -0.05 |
| Omega: | 3.34 |
| Rho: | 0.25 |
Quote data
| Open: | 2.0100 |
|---|---|
| High: | 2.0200 |
| Low: | 1.9400 |
| Previous Close: | 2.0100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +15.52% | ||
|---|---|---|---|
| 1 Month | -11.45% | ||
| 3 Months | -50.12% | ||
| YTD | -63.85% | ||
| 1 Year | -16.25% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.0100 | 1.7100 |
|---|---|---|
| 1M High / 1M Low: | 2.2300 | 1.7100 |
| 6M High / 6M Low: | 6.2000 | 1.7100 |
| High (YTD): | 2024-02-08 | 6.2000 |
| Low (YTD): | 2024-05-30 | 1.7100 |
| 52W High: | 2024-02-08 | 6.2000 |
| 52W Low: | 2023-11-01 | 1.5600 |
| Avg. price 1W: | 1.8300 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.9257 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 4.0739 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 3.3776 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 78.90% | |
| Volatility 6M: | 98.84% | |
| Volatility 1Y: | 117.47% | |
| Volatility 3Y: | - |
