UC WAR. CALL 01/25 FMC1/ DE000HD0NYJ1 /
| 11/15/2024 9:40:43 PM | Chg.-0.0800 | Bid9:59:39 PM | Ask9:59:39 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.4000EUR | -5.41% | 1.3300 Bid Size: 14,000 |
1.9200 Ask Size: 14,000 |
Ford Motor Company | 9.855 USD | 1/15/2025 | Call |
Master data
| WKN: | HD0NYJ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Ford Motor Company |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 9.86 USD |
| Maturity: | 1/15/2025 |
| Issue date: | 11/13/2023 |
| Last trading day: | 1/14/2025 |
| Ratio: | 1:1.01 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.53 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.32 |
|---|---|
| Intrinsic value: | 1.11 |
| Implied volatility: | 0.78 |
| Historic volatility: | 0.34 |
| Parity: | 1.11 |
| Time value: | 0.81 |
| Break-even: | 11.25 |
| Moneyness: | 1.12 |
| Premium: | 0.08 |
| Premium p.a.: | 0.56 |
| Spread abs.: | 0.59 |
| Spread %: | 44.36% |
| Delta: | 0.70 |
| Theta: | -0.01 |
| Omega: | 3.87 |
| Rho: | 0.01 |
Quote data
| Open: | 1.3100 |
|---|---|
| High: | 1.4000 |
| Low: | 1.3100 |
| Previous Close: | 1.4800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +10.24% | ||
|---|---|---|---|
| 1 Month | 0.00% | ||
| 3 Months | +15.70% | ||
| YTD | -48.91% | ||
| 1 Year | -6.04% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.5400 | 1.4000 |
|---|---|---|
| 1M High / 1M Low: | 1.6400 | 0.8500 |
| 6M High / 6M Low: | 4.5700 | 0.8500 |
| High (YTD): | 7/18/2024 | 4.5700 |
| Low (YTD): | 11/4/2024 | 0.8500 |
| 52W High: | 7/18/2024 | 4.5700 |
| 52W Low: | 11/4/2024 | 0.8500 |
| Avg. price 1W: | 1.4580 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3187 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.9324 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 2.2612 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 226.79% | |
| Volatility 6M: | 147.92% | |
| Volatility 1Y: | 126.79% | |
| Volatility 3Y: | - |
