UC WAR. CALL 12/24 E3X1/ DE000HD62PL9 /
11/09/2024 21:40:04 | Chg.-0.1100 | Bid21:59:31 | Ask21:59:31 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.0300EUR | -9.65% | 1.0500 Bid Size: 15,000 |
1.0600 Ask Size: 15,000 |
EXPEDIA GRP INC. DL-... | 130.00 - | 18/12/2024 | Call |
Master data
WKN: | HD62PL |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | EXPEDIA GRP INC. DL-,0001 |
Type: | Warrant |
Option type: | Call |
Strike price: | 130.00 - |
Maturity: | 18/12/2024 |
Issue date: | 03/06/2024 |
Last trading day: | 17/12/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 10.44 |
Leverage: | Yes |
Calculated values
Fair value: | 0.56 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.62 |
Historic volatility: | 0.38 |
Parity: | -1.10 |
Time value: | 1.14 |
Break-even: | 141.40 |
Moneyness: | 0.92 |
Premium: | 0.19 |
Premium p.a.: | 0.90 |
Spread abs.: | 0.01 |
Spread %: | 0.89% |
Delta: | 0.47 |
Theta: | -0.08 |
Omega: | 4.86 |
Rho: | 0.12 |
Quote data
Open: | 1.0600 |
---|---|
High: | 1.0900 |
Low: | 0.9900 |
Previous Close: | 1.1400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -23.70% | ||
---|---|---|---|
1 Month | +7.29% | ||
3 Months | -3.74% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.3500 | 1.0300 |
---|---|---|
1M High / 1M Low: | 1.7000 | 0.9600 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.2040 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.2996 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 152.22% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |