UC WAR. CALL 01/25 FDX/ DE000HC3LEA1 /
| 7/24/2024 9:41:43 PM | Chg.-0.190 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.320EUR | -3.45% | 5.290 Bid Size: 8,000 |
5.300 Ask Size: 8,000 |
FEDEX CORP. D... | 250.00 - | 1/15/2025 | Call |
Master data
| WKN: | HC3LEA |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | FEDEX CORP. DL-,10 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 250.00 - |
| Maturity: | 1/15/2025 |
| Issue date: | 1/27/2023 |
| Last trading day: | 1/14/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.06 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.85 |
|---|---|
| Intrinsic value: | 2.72 |
| Implied volatility: | 0.51 |
| Historic volatility: | 0.26 |
| Parity: | 2.72 |
| Time value: | 2.76 |
| Break-even: | 304.80 |
| Moneyness: | 1.11 |
| Premium: | 0.10 |
| Premium p.a.: | 0.22 |
| Spread abs.: | 0.01 |
| Spread %: | 0.18% |
| Delta: | 0.70 |
| Theta: | -0.11 |
| Omega: | 3.53 |
| Rho: | 0.66 |
Quote data
| Open: | 5.460 |
|---|---|
| High: | 5.480 |
| Low: | 5.320 |
| Previous Close: | 5.510 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -10.74% | ||
|---|---|---|---|
| 1 Month | +105.41% | ||
| 3 Months | +56.47% | ||
| YTD | +69.43% | ||
| 1 Year | +26.67% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.000 | 5.320 |
|---|---|---|
| 1M High / 1M Low: | 6.350 | 2.590 |
| 6M High / 6M Low: | 6.350 | 1.930 |
| High (YTD): | 7/16/2024 | 6.350 |
| Low (YTD): | 6/4/2024 | 1.930 |
| 52W High: | 7/16/2024 | 6.350 |
| 52W Low: | 6/4/2024 | 1.930 |
| Avg. price 1W: | 5.746 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.323 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 3.279 | |
| Avg. volume 6M: | .677 | |
| Avg. price 1Y: | 3.577 | |
| Avg. volume 1Y: | .672 | |
| Volatility 1M: | 355.61% | |
| Volatility 6M: | 173.55% | |
| Volatility 1Y: | 141.04% | |
| Volatility 3Y: | - |
