UC WAR. CALL 01/25 E3X1/ DE000HD62PM7 /
9/6/2024 9:40:18 PM | Chg.-0.1800 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.5200EUR | -6.67% | 2.5100 Bid Size: 10,000 |
2.5400 Ask Size: 10,000 |
EXPEDIA GRP INC. DL-... | 110.00 - | 1/15/2025 | Call |
Master data
WKN: | HD62PM |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | EXPEDIA GRP INC. DL-,0001 |
Type: | Warrant |
Option type: | Call |
Strike price: | 110.00 - |
Maturity: | 1/15/2025 |
Issue date: | 6/3/2024 |
Last trading day: | 1/14/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 4.68 |
Leverage: | Yes |
Calculated values
Fair value: | 1.65 |
---|---|
Intrinsic value: | 0.93 |
Implied volatility: | 0.73 |
Historic volatility: | 0.38 |
Parity: | 0.93 |
Time value: | 1.62 |
Break-even: | 135.50 |
Moneyness: | 1.08 |
Premium: | 0.14 |
Premium p.a.: | 0.43 |
Spread abs.: | 0.03 |
Spread %: | 1.19% |
Delta: | 0.67 |
Theta: | -0.08 |
Omega: | 3.12 |
Rho: | 0.19 |
Quote data
Open: | 2.6500 |
---|---|
High: | 2.8000 |
Low: | 2.5200 |
Previous Close: | 2.7000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -17.38% | ||
---|---|---|---|
1 Month | +66.89% | ||
3 Months | +19.43% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.0500 | 2.5200 |
---|---|---|
1M High / 1M Low: | 3.2600 | 1.5100 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.7620 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.6335 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 180.04% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |