UC WAR. CALL 01/25 FMC1/ DE000HD0NYJ1 /
2024-08-02 9:41:52 PM | Chg.-0.1700 | Bid9:59:49 PM | Ask9:59:49 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.2500EUR | -11.97% | 0.9500 Bid Size: 14,000 |
1.5100 Ask Size: 14,000 |
Ford Motor Company | 9.855 USD | 2025-01-15 | Call |
Master data
WKN: | HD0NYJ |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Ford Motor Company |
Type: | Warrant |
Option type: | Call |
Strike price: | 9.86 USD |
Maturity: | 2025-01-15 |
Issue date: | 2023-11-13 |
Last trading day: | 2025-01-14 |
Ratio: | 1:1.01 |
Exercise type: | American |
Quanto: | No |
Gearing: | 6.18 |
Leverage: | Yes |
Calculated values
Fair value: | 0.99 |
---|---|
Intrinsic value: | 0.16 |
Implied volatility: | 0.55 |
Historic volatility: | 0.34 |
Parity: | 0.16 |
Time value: | 1.35 |
Break-even: | 10.52 |
Moneyness: | 1.02 |
Premium: | 0.14 |
Premium p.a.: | 0.35 |
Spread abs.: | 0.56 |
Spread %: | 58.95% |
Delta: | 0.61 |
Theta: | 0.00 |
Omega: | 3.76 |
Rho: | 0.02 |
Quote data
Open: | 1.2300 |
---|---|
High: | 1.2500 |
Low: | 1.2300 |
Previous Close: | 1.4200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -28.98% | ||
---|---|---|---|
1 Month | -59.15% | ||
3 Months | -57.34% | ||
YTD | -54.38% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.6300 | 1.2500 |
---|---|---|
1M High / 1M Low: | 4.5700 | 1.2500 |
6M High / 6M Low: | 4.5700 | 1.2500 |
High (YTD): | 2024-07-18 | 4.5700 |
Low (YTD): | 2024-08-02 | 1.2500 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.4700 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 3.1005 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 2.8976 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 200.83% | |
Volatility 6M: | 119.90% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |