UC WAR. CALL 01/26 E3X1/ DE000HD4WJ29 /
2024-09-11 9:41:09 PM | Chg.-0.0700 | Bid9:54:50 PM | Ask9:54:50 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.9600EUR | -6.80% | 0.9700 Bid Size: 20,000 |
0.9800 Ask Size: 20,000 |
EXPEDIA GRP INC. DL-... | 180.00 - | 2026-01-14 | Call |
Master data
WKN: | HD4WJ2 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | EXPEDIA GRP INC. DL-,0001 |
Type: | Warrant |
Option type: | Call |
Strike price: | 180.00 - |
Maturity: | 2026-01-14 |
Issue date: | 2024-04-22 |
Last trading day: | 2026-01-13 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 11.33 |
Leverage: | Yes |
Calculated values
Fair value: | 0.71 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.45 |
Historic volatility: | 0.38 |
Parity: | -6.10 |
Time value: | 1.05 |
Break-even: | 190.50 |
Moneyness: | 0.66 |
Premium: | 0.60 |
Premium p.a.: | 0.42 |
Spread abs.: | 0.01 |
Spread %: | 0.96% |
Delta: | 0.33 |
Theta: | -0.03 |
Omega: | 3.75 |
Rho: | 0.39 |
Quote data
Open: | 0.9800 |
---|---|
High: | 1.0000 |
Low: | 0.9600 |
Previous Close: | 1.0300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -17.95% | ||
---|---|---|---|
1 Month | -11.93% | ||
3 Months | +1.05% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.1700 | 1.0300 |
---|---|---|
1M High / 1M Low: | 1.3900 | 0.9700 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.1140 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.1623 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 95.30% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |