UC WAR. CALL 01/25 E3X1/ DE000HD5J009 /
2024-09-11 9:41:54 PM | Chg.-0.0400 | Bid9:54:50 PM | Ask9:54:50 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.3200EUR | -11.11% | 0.3200 Bid Size: 20,000 |
0.3300 Ask Size: 20,000 |
EXPEDIA GRP INC. DL-... | 160.00 - | 2025-01-15 | Call |
Master data
WKN: | HD5J00 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | EXPEDIA GRP INC. DL-,0001 |
Type: | Warrant |
Option type: | Call |
Strike price: | 160.00 - |
Maturity: | 2025-01-15 |
Issue date: | 2024-05-13 |
Last trading day: | 2025-01-14 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 33.05 |
Leverage: | Yes |
Calculated values
Fair value: | 0.15 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.50 |
Historic volatility: | 0.38 |
Parity: | -4.10 |
Time value: | 0.36 |
Break-even: | 163.60 |
Moneyness: | 0.74 |
Premium: | 0.38 |
Premium p.a.: | 1.52 |
Spread abs.: | 0.01 |
Spread %: | 2.86% |
Delta: | 0.21 |
Theta: | -0.04 |
Omega: | 6.86 |
Rho: | 0.07 |
Quote data
Open: | 0.3100 |
---|---|
High: | 0.3300 |
Low: | 0.3100 |
Previous Close: | 0.3600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -28.89% | ||
---|---|---|---|
1 Month | -23.81% | ||
3 Months | -17.95% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.4500 | 0.3600 |
---|---|---|
1M High / 1M Low: | 0.6200 | 0.3400 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.4160 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.4509 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 193.16% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |