UC WAR. CALL 09/24 FDX/ DE000HD787L8 /
8/30/2024 9:42:27 PM | Chg.-0.0200 | Bid9:55:07 PM | Ask9:55:07 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1500EUR | -11.76% | 0.1700 Bid Size: 15,000 |
0.1800 Ask Size: 15,000 |
FedEx Corp | 330.00 USD | 9/18/2024 | Call |
Master data
WKN: | HD787L |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | FedEx Corp |
Type: | Warrant |
Option type: | Call |
Strike price: | 330.00 USD |
Maturity: | 9/18/2024 |
Issue date: | 7/22/2024 |
Last trading day: | 9/17/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 150.25 |
Leverage: | Yes |
Calculated values
Fair value: | 0.03 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.40 |
Historic volatility: | 0.25 |
Parity: | -2.83 |
Time value: | 0.18 |
Break-even: | 300.52 |
Moneyness: | 0.91 |
Premium: | 0.11 |
Premium p.a.: | 7.48 |
Spread abs.: | 0.01 |
Spread %: | 5.88% |
Delta: | 0.15 |
Theta: | -0.16 |
Omega: | 22.38 |
Rho: | 0.02 |
Quote data
Open: | 0.0900 |
---|---|
High: | 0.1600 |
Low: | 0.0900 |
Previous Close: | 0.1700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -16.67% | ||
---|---|---|---|
1 Month | -60.53% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1700 | 0.1400 |
---|---|---|
1M High / 1M Low: | 0.3800 | 0.0750 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.1560 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1531 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 329.13% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |