UC WAR. CALL 01/25 E3X1/ DE000HC3LD62 /
| 10/11/2024 9:41:45 PM | Chg.-0.0200 | Bid9:58:40 PM | Ask9:58:40 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2300EUR | -1.60% | 1.1900 Bid Size: 15,000 |
1.2600 Ask Size: 15,000 |
EXPEDIA GRP INC. DL-... | 150.00 - | 1/15/2025 | Call |
Master data
| WKN: | HC3LD6 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | EXPEDIA GRP INC. DL-,0001 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 150.00 - |
| Maturity: | 1/15/2025 |
| Issue date: | 1/27/2023 |
| Last trading day: | 1/14/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 10.92 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.65 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.61 |
| Historic volatility: | 0.38 |
| Parity: | -1.24 |
| Time value: | 1.26 |
| Break-even: | 162.60 |
| Moneyness: | 0.92 |
| Premium: | 0.18 |
| Premium p.a.: | 0.90 |
| Spread abs.: | 0.07 |
| Spread %: | 5.88% |
| Delta: | 0.46 |
| Theta: | -0.09 |
| Omega: | 5.04 |
| Rho: | 0.13 |
Quote data
| Open: | 1.2200 |
|---|---|
| High: | 1.2800 |
| Low: | 1.2200 |
| Previous Close: | 1.2500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -5.38% | ||
|---|---|---|---|
| 1 Month | +86.36% | ||
| 3 Months | +53.75% | ||
| YTD | -54.78% | ||
| 1 Year | +98.39% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.3700 | 1.2300 |
|---|---|---|
| 1M High / 1M Low: | 1.3700 | 0.6500 |
| 6M High / 6M Low: | 1.4200 | 0.2800 |
| High (YTD): | 2/8/2024 | 3.1400 |
| Low (YTD): | 5/30/2024 | 0.2800 |
| 52W High: | 2/8/2024 | 3.1400 |
| 52W Low: | 5/30/2024 | 0.2800 |
| Avg. price 1W: | 1.3020 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0405 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7198 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.2301 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 137.88% | |
| Volatility 6M: | 202.39% | |
| Volatility 1Y: | 188.81% | |
| Volatility 3Y: | - |
