UC WAR. CALL 01/25 E3X1/ DE000HC545Y4 /
| 26/09/2024 11:41:28 | Chg.- | Bid12:08:53 | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.3900EUR | - | 4.4000 Bid Size: 2,000 |
- Ask Size: - |
EXPEDIA GRP INC. DL-... | 100.00 - | 15/01/2025 | 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: | 15/01/2025 |
| Issue date: | 17/03/2023 |
| Last trading day: | 26/09/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 2.96 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.47 |
|---|---|
| Intrinsic value: | 3.28 |
| Implied volatility: | 0.98 |
| Historic volatility: | 0.38 |
| Parity: | 3.28 |
| Time value: | 1.21 |
| Break-even: | 144.90 |
| Moneyness: | 1.33 |
| Premium: | 0.09 |
| Premium p.a.: | 0.33 |
| Spread abs.: | 0.00 |
| Spread %: | 0.00% |
| Delta: | 0.79 |
| Theta: | -0.10 |
| Omega: | 2.35 |
| Rho: | 0.18 |
Quote data
| Open: | 4.3000 |
|---|---|
| High: | 4.3900 |
| Low: | 4.3000 |
| Previous Close: | 4.2700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +6.81% | ||
|---|---|---|---|
| 1 Month | +11.99% | ||
| 3 Months | +50.86% | ||
| YTD | -21.75% | ||
| 1 Year | +108.06% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.3900 | 4.1100 |
|---|---|---|
| 1M High / 1M Low: | 4.3900 | 3.0100 |
| 6M High / 6M Low: | 4.3900 | 1.8200 |
| High (YTD): | 08/02/2024 | 6.2500 |
| Low (YTD): | 30/05/2024 | 1.8200 |
| 52W High: | 08/02/2024 | 6.2500 |
| 52W Low: | 01/11/2023 | 1.6300 |
| Avg. price 1W: | 4.2600 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.7200 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.1247 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 3.5869 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 72.76% | |
| Volatility 6M: | 119.69% | |
| Volatility 1Y: | 120.75% | |
| Volatility 3Y: | - |
