UC WAR. CALL 01/25 E3X1/ DE000HC545Y4 /
| 7/17/2024 7:42:02 PM | Chg.-0.4200 | Bid9:26:07 PM | Ask9:26:07 PM | 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 - | 1/15/2025 | 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: | 1/15/2025 |
| Issue date: | 3/17/2023 |
| Last trading day: | 1/14/2025 |
| 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): | 2/8/2024 | 6.2500 |
| Low (YTD): | 5/30/2024 | 1.8200 |
| 52W High: | 2/8/2024 | 6.2500 |
| 52W Low: | 11/1/2023 | 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: | - |
