UC WAR. CALL 06/26 E3X1/ DE000HD787H6 /
| 2024-09-06 9:40:48 PM | Chg.-0.0600 | Bid9:57:41 PM | Ask9:57:41 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8100EUR | -6.90% | 0.8000 Bid Size: 20,000 |
0.8300 Ask Size: 20,000 |
Expedia Group Inc | 220.00 USD | 2026-06-17 | Call |
Master data
| WKN: | HD787H |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Expedia Group Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 220.00 USD |
| Maturity: | 2026-06-17 |
| Issue date: | 2024-07-22 |
| Last trading day: | 2026-06-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 14.37 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.78 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.39 |
| Historic volatility: | 0.38 |
| Parity: | -7.91 |
| Time value: | 0.83 |
| Break-even: | 206.76 |
| Moneyness: | 0.60 |
| Premium: | 0.73 |
| Premium p.a.: | 0.36 |
| Spread abs.: | 0.03 |
| Spread %: | 3.75% |
| Delta: | 0.28 |
| Theta: | -0.02 |
| Omega: | 3.97 |
| Rho: | 0.44 |
Quote data
| Open: | 0.8300 |
|---|---|
| High: | 0.8800 |
| Low: | 0.8100 |
| Previous Close: | 0.8700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -17.35% | ||
|---|---|---|---|
| 1 Month | +44.64% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9700 | 0.8100 |
|---|---|---|
| 1M High / 1M Low: | 1.0400 | 0.5600 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8840 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8687 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 169.09% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
