UC WAR. CALL 01/25 E3X1/ DE000HD5HZZ5 /
9/11/2024 9:42:17 PM | Chg.-0.1200 | Bid9:59:31 PM | Ask9:59:31 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.1300EUR | -9.60% | 1.1600 Bid Size: 14,000 |
1.1700 Ask Size: 14,000 |
EXPEDIA GRP INC. DL-... | 130.00 - | 1/15/2025 | Call |
Master data
WKN: | HD5HZZ |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | EXPEDIA GRP INC. DL-,0001 |
Type: | Warrant |
Option type: | Call |
Strike price: | 130.00 - |
Maturity: | 1/15/2025 |
Issue date: | 5/13/2024 |
Last trading day: | 1/14/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 9.44 |
Leverage: | Yes |
Calculated values
Fair value: | 0.70 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.59 |
Historic volatility: | 0.38 |
Parity: | -1.10 |
Time value: | 1.26 |
Break-even: | 142.60 |
Moneyness: | 0.92 |
Premium: | 0.20 |
Premium p.a.: | 0.69 |
Spread abs.: | 0.01 |
Spread %: | 0.80% |
Delta: | 0.48 |
Theta: | -0.07 |
Omega: | 4.53 |
Rho: | 0.15 |
Quote data
Open: | 1.1700 |
---|---|
High: | 1.2000 |
Low: | 1.1100 |
Previous Close: | 1.2500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -23.13% | ||
---|---|---|---|
1 Month | -14.39% | ||
3 Months | -0.88% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.4700 | 1.2500 |
---|---|---|
1M High / 1M Low: | 1.8800 | 1.1400 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.3820 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.4759 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 138.45% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |