UC WAR. CALL 01/25 E3X1/ DE000HC545Y4 /
| 2024-06-28 9:40:42 PM | Chg.+0.0700 | Bid9:59:46 PM | Ask9:59:46 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.9800EUR | +2.41% | 2.9800 Bid Size: 8,000 |
2.9900 Ask Size: 8,000 |
EXPEDIA GRP INC. DL-... | 100.00 - | 2025-01-15 | Call |
Master data
| WKN: | HC545Y |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | EXPEDIA GRP INC. DL-,0001 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 100.00 - |
| Maturity: | 2025-01-15 |
| Issue date: | 2023-03-17 |
| Last trading day: | 2025-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 3.93 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.48 |
|---|---|
| Intrinsic value: | 1.76 |
| Implied volatility: | 0.59 |
| Historic volatility: | 0.40 |
| Parity: | 1.76 |
| Time value: | 1.23 |
| Break-even: | 129.90 |
| Moneyness: | 1.18 |
| Premium: | 0.10 |
| Premium p.a.: | 0.20 |
| Spread abs.: | 0.01 |
| Spread %: | 0.34% |
| Delta: | 0.74 |
| Theta: | -0.05 |
| Omega: | 2.90 |
| Rho: | 0.31 |
Quote data
| Open: | 2.9100 |
|---|---|
| High: | 2.9800 |
| Low: | 2.9100 |
| Previous Close: | 2.9100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.61% | ||
|---|---|---|---|
| 1 Month | +63.74% | ||
| 3 Months | -30.37% | ||
| YTD | -46.88% | ||
| 1 Year | +6.81% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.3300 | 2.9100 |
|---|---|---|
| 1M High / 1M Low: | 3.3300 | 1.8200 |
| 6M High / 6M Low: | 6.2500 | 1.8200 |
| High (YTD): | 2024-02-08 | 6.2500 |
| Low (YTD): | 2024-05-30 | 1.8200 |
| 52W High: | 2024-02-08 | 6.2500 |
| 52W Low: | 2023-11-01 | 1.6300 |
| Avg. price 1W: | 3.1160 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.7223 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.7943 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 3.4573 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 80.30% | |
| Volatility 6M: | 99.56% | |
| Volatility 1Y: | 114.21% | |
| Volatility 3Y: | - |
