UC WAR. CALL 09/24 E3X1/ DE000HD03R63 /
| 06/08/2024 21:41:52 | Chg.+0.1400 | Bid21:57:18 | Ask21:57:18 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6900EUR | +25.45% | 0.6900 Bid Size: 15,000 |
0.7000 Ask Size: 15,000 |
EXPEDIA GRP INC. DL-... | 120.00 - | 18/09/2024 | Call |
Master data
| WKN: | HD03R6 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | EXPEDIA GRP INC. DL-,0001 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 120.00 - |
| Maturity: | 18/09/2024 |
| Issue date: | 23/10/2023 |
| Last trading day: | 17/09/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 18.28 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.07 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.81 |
| Historic volatility: | 0.37 |
| Parity: | -1.76 |
| Time value: | 0.56 |
| Break-even: | 125.60 |
| Moneyness: | 0.85 |
| Premium: | 0.23 |
| Premium p.a.: | 4.67 |
| Spread abs.: | 0.01 |
| Spread %: | 1.82% |
| Delta: | 0.34 |
| Theta: | -0.12 |
| Omega: | 6.21 |
| Rho: | 0.03 |
Quote data
| Open: | 0.5900 |
|---|---|
| High: | 0.6900 |
| Low: | 0.5800 |
| Previous Close: | 0.5500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -48.12% | ||
|---|---|---|---|
| 1 Month | -34.29% | ||
| 3 Months | -14.81% | ||
| YTD | -82.53% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.3300 | 0.5500 |
|---|---|---|
| 1M High / 1M Low: | 2.1900 | 0.5500 |
| 6M High / 6M Low: | 4.4400 | 0.4800 |
| High (YTD): | 08/02/2024 | 4.4400 |
| Low (YTD): | 30/05/2024 | 0.4800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.9500 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3852 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.6658 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 254.83% | |
| Volatility 6M: | 182.42% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
