UC WAR. CALL 01/25 E3X1/ DE000HD5HZZ5 /
| 10/11/2024 9:41:39 PM | Chg.-0.0100 | Bid9:58:59 PM | Ask9:58:59 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.4000EUR | -0.41% | 2.3800 Bid Size: 12,000 |
2.4100 Ask Size: 12,000 |
EXPEDIA GRP INC. DL-... | 130.00 - | 1/15/2025 | Call |
Master data
| WKN: | HD5HZZ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | EXPEDIA GRP INC. DL-,0001 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 130.00 - |
| Maturity: | 1/15/2025 |
| Issue date: | 5/13/2024 |
| Last trading day: | 1/14/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.71 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.53 |
|---|---|
| Intrinsic value: | 0.76 |
| Implied volatility: | 0.72 |
| Historic volatility: | 0.38 |
| Parity: | 0.76 |
| Time value: | 1.65 |
| Break-even: | 154.10 |
| Moneyness: | 1.06 |
| Premium: | 0.12 |
| Premium p.a.: | 0.54 |
| Spread abs.: | 0.03 |
| Spread %: | 1.26% |
| Delta: | 0.64 |
| Theta: | -0.11 |
| Omega: | 3.66 |
| Rho: | 0.17 |
Quote data
| Open: | 2.4000 |
|---|---|
| High: | 2.4500 |
| Low: | 2.4000 |
| Previous Close: | 2.4100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -1.64% | ||
|---|---|---|---|
| 1 Month | +64.38% | ||
| 3 Months | +57.89% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.5700 | 2.4000 |
|---|---|---|
| 1M High / 1M Low: | 2.5700 | 1.4500 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.4740 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.1135 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 102.54% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
