UC WAR. CALL 06/25 FMC1/ DE000HD0BMY0 /
| 02/08/2024 21:41:51 | Chg.-0.1700 | Bid21:59:54 | Ask21:59:54 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.5500EUR | -9.88% | 1.2300 Bid Size: 14,000 |
2.0700 Ask Size: 14,000 |
Ford Motor Company | 9.855 USD | 18/06/2025 | Call |
Master data
| WKN: | HD0BMY |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Ford Motor Company |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 9.86 USD |
| Maturity: | 18/06/2025 |
| Issue date: | 31/10/2023 |
| Last trading day: | 17/06/2025 |
| Ratio: | 1:1.01 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.51 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.37 |
|---|---|
| Intrinsic value: | 0.16 |
| Implied volatility: | 0.55 |
| Historic volatility: | 0.34 |
| Parity: | 0.16 |
| Time value: | 1.91 |
| Break-even: | 11.07 |
| Moneyness: | 1.02 |
| Premium: | 0.20 |
| Premium p.a.: | 0.24 |
| Spread abs.: | 0.84 |
| Spread %: | 68.29% |
| Delta: | 0.64 |
| Theta: | 0.00 |
| Omega: | 2.87 |
| Rho: | 0.03 |
Quote data
| Open: | 1.5200 |
|---|---|
| High: | 1.5500 |
| Low: | 1.5200 |
| Previous Close: | 1.7200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -27.23% | ||
|---|---|---|---|
| 1 Month | -52.60% | ||
| 3 Months | -53.03% | ||
| YTD | -47.46% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.0100 | 1.5500 |
|---|---|---|
| 1M High / 1M Low: | 4.7300 | 1.5500 |
| 6M High / 6M Low: | 4.7300 | 1.5500 |
| High (YTD): | 19/07/2024 | 4.7300 |
| Low (YTD): | 02/08/2024 | 1.5500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.7940 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.3259 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.1597 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 177.03% | |
| Volatility 6M: | 103.64% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
