UC WAR. CALL 09/24 E3X1/ DE000HD03R63 /
| 7/11/2024 11:40:06 AM | Chg.0.0000 | Bid12:01:31 PM | Ask12:01:31 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.4000EUR | 0.00% | 1.3900 Bid Size: 4,000 |
1.4300 Ask Size: 4,000 |
EXPEDIA GRP INC. DL-... | 120.00 - | 9/18/2024 | 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: | 9/18/2024 |
| Issue date: | 10/23/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 8.36 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.83 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.68 |
| Historic volatility: | 0.39 |
| Parity: | -0.04 |
| Time value: | 1.43 |
| Break-even: | 134.30 |
| Moneyness: | 1.00 |
| Premium: | 0.12 |
| Premium p.a.: | 0.85 |
| Spread abs.: | 0.01 |
| Spread %: | 0.70% |
| Delta: | 0.56 |
| Theta: | -0.11 |
| Omega: | 4.71 |
| Rho: | 0.10 |
Quote data
| Open: | 1.4000 |
|---|---|
| High: | 1.4000 |
| Low: | 1.4000 |
| Previous Close: | 1.4000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +26.13% | ||
|---|---|---|---|
| 1 Month | +29.63% | ||
| 3 Months | -36.07% | ||
| YTD | -64.56% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.4200 | 1.0500 |
|---|---|---|
| 1M High / 1M Low: | 1.4900 | 0.9900 |
| 6M High / 6M Low: | 4.4400 | 0.4800 |
| High (YTD): | 2/8/2024 | 4.4400 |
| Low (YTD): | 5/30/2024 | 0.4800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.2280 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1945 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.9897 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 144.95% | |
| Volatility 6M: | 158.52% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
