UC WAR. CALL 12/24 E3X1/ DE000HC545X6 /
| 2024-05-15 9:41:59 PM | Chg.-0.1000 | Bid9:55:08 PM | Ask9:55:08 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.9100EUR | -4.98% | 1.9400 Bid Size: 12,000 |
1.9500 Ask Size: 12,000 |
Expedia Group Inc | 100.00 USD | 2024-12-18 | Call |
Master data
| WKN: | HC545X |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Expedia Group Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 100.00 USD |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-03-17 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.17 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.08 |
|---|---|
| Intrinsic value: | 1.25 |
| Implied volatility: | 0.39 |
| Historic volatility: | 0.41 |
| Parity: | 1.25 |
| Time value: | 0.78 |
| Break-even: | 112.77 |
| Moneyness: | 1.13 |
| Premium: | 0.07 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.01 |
| Spread %: | 0.50% |
| Delta: | 0.74 |
| Theta: | -0.03 |
| Omega: | 3.83 |
| Rho: | 0.34 |
Quote data
| Open: | 2.0100 |
|---|---|
| High: | 2.0200 |
| Low: | 1.9100 |
| Previous Close: | 2.0100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -1.04% | ||
|---|---|---|---|
| 1 Month | -44.15% | ||
| 3 Months | -56.09% | ||
| YTD | -65.65% | ||
| 1 Year | +9.77% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.0100 | 1.9300 |
|---|---|---|
| 1M High / 1M Low: | 4.0300 | 1.9300 |
| 6M High / 6M Low: | 6.2000 | 1.9300 |
| High (YTD): | 2024-02-08 | 6.2000 |
| Low (YTD): | 2024-05-08 | 1.9300 |
| 52W High: | 2024-02-08 | 6.2000 |
| 52W Low: | 2023-11-01 | 1.5600 |
| Avg. price 1W: | 1.9820 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.0881 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 4.3413 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 3.3778 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 153.75% | |
| Volatility 6M: | 98.13% | |
| Volatility 1Y: | 118.34% | |
| Volatility 3Y: | - |
