UC WAR. CALL 03/25 E3X1/ DE000HD5J033 /
| 11/15/2024 9:42:03 PM | Chg.-0.1300 | Bid9:59:48 PM | Ask9:59:48 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.6400EUR | -4.69% | 2.7100 Bid Size: 6,000 |
2.7800 Ask Size: 6,000 |
EXPEDIA GRP INC. DL-... | 160.00 - | 3/19/2025 | Call |
Master data
| WKN: | HD5J03 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | EXPEDIA GRP INC. DL-,0001 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 160.00 - |
| Maturity: | 3/19/2025 |
| Issue date: | 5/13/2024 |
| Last trading day: | 3/18/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.20 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.14 |
|---|---|
| Intrinsic value: | 1.23 |
| Implied volatility: | 0.53 |
| Historic volatility: | 0.35 |
| Parity: | 1.23 |
| Time value: | 1.55 |
| Break-even: | 187.80 |
| Moneyness: | 1.08 |
| Premium: | 0.09 |
| Premium p.a.: | 0.29 |
| Spread abs.: | 0.07 |
| Spread %: | 2.58% |
| Delta: | 0.67 |
| Theta: | -0.09 |
| Omega: | 4.13 |
| Rho: | 0.29 |
Quote data
| Open: | 2.6600 |
|---|---|
| High: | 2.6600 |
| Low: | 2.5400 |
| Previous Close: | 2.7700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -14.29% | ||
|---|---|---|---|
| 1 Month | +71.43% | ||
| 3 Months | +340.00% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.0800 | 2.6400 |
|---|---|---|
| 1M High / 1M Low: | 3.0800 | 1.3800 |
| 6M High / 6M Low: | 3.0800 | 0.3100 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.7840 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.9814 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.9148 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 160.15% | |
| Volatility 6M: | 173.87% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
