UC WAR. CALL 01/25 E3X1/ DE000HC545Y4 /
17/07/2024 19:42:02 | Chg.-0.4200 | Bid21:29:25 | Ask21:29:25 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.6800EUR | -10.24% | 3.6400 Bid Size: 8,000 |
3.6500 Ask Size: 8,000 |
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: | 14/01/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 3.17 |
Leverage: | Yes |
Calculated values
Fair value: | 3.27 |
---|---|
Intrinsic value: | 2.81 |
Implied volatility: | 0.71 |
Historic volatility: | 0.39 |
Parity: | 2.81 |
Time value: | 1.23 |
Break-even: | 140.40 |
Moneyness: | 1.28 |
Premium: | 0.10 |
Premium p.a.: | 0.20 |
Spread abs.: | 0.02 |
Spread %: | 0.50% |
Delta: | 0.78 |
Theta: | -0.06 |
Omega: | 2.48 |
Rho: | 0.30 |
Quote data
Open: | 4.0500 |
---|---|
High: | 4.0500 |
Low: | 3.6800 |
Previous Close: | 4.1000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +14.64% | ||
---|---|---|---|
1 Month | +27.78% | ||
3 Months | +4.25% | ||
YTD | -34.40% | ||
1 Year | +7.60% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 4.1000 | 3.1400 |
---|---|---|
1M High / 1M Low: | 4.1000 | 2.6900 |
6M High / 6M Low: | 6.2500 | 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: | 3.4560 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 3.0691 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 3.5987 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 3.4584 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 96.49% | |
Volatility 6M: | 104.80% | |
Volatility 1Y: | 115.49% | |
Volatility 3Y: | - |