UC WAR. CALL 09/24 FMC1/ DE000HD0NYG7 /
| 09/07/2024 21:41:51 | Chg.0.0000 | Bid21:59:45 | Ask21:59:45 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4400EUR | 0.00% | 0.3700 Bid Size: 30,000 |
0.4900 Ask Size: 30,000 |
Ford Motor Company | 13.7969 USD | 18/09/2024 | Call |
Master data
| WKN: | HD0NYG |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Ford Motor Company |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 13.80 USD |
| Maturity: | 18/09/2024 |
| Issue date: | 13/11/2023 |
| Last trading day: | 17/09/2024 |
| Ratio: | 1:1.01 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 23.84 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.36 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.37 |
| Historic volatility: | 0.29 |
| Parity: | -0.77 |
| Time value: | 0.51 |
| Break-even: | 13.24 |
| Moneyness: | 0.94 |
| Premium: | 0.10 |
| Premium p.a.: | 0.67 |
| Spread abs.: | 0.12 |
| Spread %: | 30.77% |
| Delta: | 0.40 |
| Theta: | -0.01 |
| Omega: | 9.53 |
| Rho: | 0.01 |
Quote data
| Open: | 0.4400 |
|---|---|
| High: | 0.4400 |
| Low: | 0.4400 |
| Previous Close: | 0.4400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +7.32% | ||
|---|---|---|---|
| 1 Month | +10.00% | ||
| 3 Months | -50.00% | ||
| YTD | -45.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4400 | 0.4100 |
|---|---|---|
| 1M High / 1M Low: | 0.4400 | 0.2900 |
| 6M High / 6M Low: | 1.1400 | 0.2900 |
| High (YTD): | 03/04/2024 | 1.1400 |
| Low (YTD): | 27/06/2024 | 0.2900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4220 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3477 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5781 | |
| Avg. volume 6M: | 9.2913 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 102.20% | |
| Volatility 6M: | 163.29% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
