UC WAR. CALL 01/25 FMC1/ DE000HC3LDL0 /
| 2024-07-31 7:40:06 PM | Chg.-0.0800 | Bid2024-07-31 | Ask2024-07-31 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8600EUR | -8.51% | 0.8200 Bid Size: 25,000 |
0.9800 Ask Size: 25,000 |
Ford Motor Company | 11.2497 USD | 2025-01-15 | Call |
Master data
| WKN: | HC3LDL |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Ford Motor Company |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 11.25 USD |
| Maturity: | 2025-01-15 |
| Issue date: | 2023-01-27 |
| Last trading day: | 2025-01-14 |
| Ratio: | 1:1.07 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 11.14 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.87 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.37 |
| Historic volatility: | 0.34 |
| Parity: | -0.40 |
| Time value: | 0.96 |
| Break-even: | 11.30 |
| Moneyness: | 0.96 |
| Premium: | 0.13 |
| Premium p.a.: | 0.30 |
| Spread abs.: | 0.16 |
| Spread %: | 20.00% |
| Delta: | 0.52 |
| Theta: | 0.00 |
| Omega: | 5.75 |
| Rho: | 0.02 |
Quote data
| Open: | 0.7700 |
|---|---|
| High: | 0.8600 |
| Low: | 0.7700 |
| Previous Close: | 0.9400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -69.93% | ||
|---|---|---|---|
| 1 Month | -55.44% | ||
| 3 Months | -59.24% | ||
| YTD | -58.85% | ||
| 1 Year | -71.24% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.8600 | 0.9400 |
|---|---|---|
| 1M High / 1M Low: | 3.6000 | 0.9400 |
| 6M High / 6M Low: | 3.6000 | 0.9400 |
| High (YTD): | 2024-07-19 | 3.6000 |
| Low (YTD): | 2024-07-30 | 0.9400 |
| 52W High: | 2024-07-19 | 3.6000 |
| 52W Low: | 2023-11-09 | 0.9200 |
| Avg. price 1W: | 1.4360 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.4459 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.1457 | |
| Avg. volume 6M: | .7874 | |
| Avg. price 1Y: | 2.0075 | |
| Avg. volume 1Y: | 2.3203 | |
| Volatility 1M: | 232.08% | |
| Volatility 6M: | 141.17% | |
| Volatility 1Y: | 129.86% | |
| Volatility 3Y: | - |
