UC WAR. CALL 12/24 E3X1/ DE000HC4GXX1 /
| 2024-05-15 9:41:27 PM | Chg.-0.0700 | Bid9:57:28 PM | Ask9:57:28 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9400EUR | -6.93% | 0.9500 Bid Size: 15,000 |
0.9600 Ask Size: 15,000 |
Expedia Group Inc | 120.00 USD | 2024-12-18 | Call |
Master data
| WKN: | HC4GXX |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Expedia Group Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 120.00 USD |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-02-24 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 10.19 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.16 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.37 |
| Historic volatility: | 0.41 |
| Parity: | -0.60 |
| Time value: | 1.03 |
| Break-even: | 121.27 |
| Moneyness: | 0.95 |
| Premium: | 0.16 |
| Premium p.a.: | 0.28 |
| Spread abs.: | 0.01 |
| Spread %: | 0.98% |
| Delta: | 0.51 |
| Theta: | -0.03 |
| Omega: | 5.19 |
| Rho: | 0.26 |
Quote data
| Open: | 1.0100 |
|---|---|
| High: | 1.0100 |
| Low: | 0.9400 |
| Previous Close: | 1.0100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -3.09% | ||
|---|---|---|---|
| 1 Month | -57.47% | ||
| 3 Months | -69.18% | ||
| YTD | -77.67% | ||
| 1 Year | -16.07% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0100 | 0.9700 |
|---|---|---|
| 1M High / 1M Low: | 2.6900 | 0.9700 |
| 6M High / 6M Low: | 4.7500 | 0.9700 |
| High (YTD): | 2024-02-08 | 4.7500 |
| Low (YTD): | 2024-05-08 | 0.9700 |
| 52W High: | 2024-02-08 | 4.7500 |
| 52W Low: | 2023-11-01 | 0.9500 |
| Avg. price 1W: | 0.9980 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.9133 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.0635 | |
| Avg. volume 6M: | 1.8306 | |
| Avg. price 1Y: | 2.3437 | |
| Avg. volume 1Y: | 1.7734 | |
| Volatility 1M: | 195.18% | |
| Volatility 6M: | 120.41% | |
| Volatility 1Y: | 140.29% | |
| Volatility 3Y: | - |
