UC WAR. CALL 12/24 E3X1/ DE000HC3LD21 /
| 11/14/2024 9:42:27 AM | Chg.-0.1100 | Bid10:30:42 AM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.8700EUR | -3.69% | 2.9000 Bid Size: 2,000 |
- Ask Size: - |
EXPEDIA GRP INC. DL-... | 150.00 - | 12/18/2024 | Call |
Master data
| WKN: | HC3LD2 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | EXPEDIA GRP INC. DL-,0001 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 150.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 1/27/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.63 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.20 |
|---|---|
| Intrinsic value: | 2.07 |
| Implied volatility: | 0.92 |
| Historic volatility: | 0.35 |
| Parity: | 2.07 |
| Time value: | 0.96 |
| Break-even: | 180.30 |
| Moneyness: | 1.14 |
| Premium: | 0.06 |
| Premium p.a.: | 0.80 |
| Spread abs.: | 0.08 |
| Spread %: | 2.71% |
| Delta: | 0.73 |
| Theta: | -0.24 |
| Omega: | 4.11 |
| Rho: | 0.09 |
Quote data
| Open: | 2.8600 |
|---|---|
| High: | 2.8700 |
| Low: | 2.8600 |
| Previous Close: | 2.9800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +17.62% | ||
|---|---|---|---|
| 1 Month | +168.22% | ||
| 3 Months | +635.90% | ||
| YTD | +9.54% | ||
| 1 Year | +143.22% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.4000 | 2.4400 |
|---|---|---|
| 1M High / 1M Low: | 3.4000 | 1.0700 |
| 6M High / 6M Low: | 3.4000 | 0.2100 |
| High (YTD): | 11/11/2024 | 3.4000 |
| Low (YTD): | 5/28/2024 | 0.2100 |
| 52W High: | 11/11/2024 | 3.4000 |
| 52W Low: | 5/28/2024 | 0.2100 |
| Avg. price 1W: | 2.9880 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.8400 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7866 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.2306 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 219.37% | |
| Volatility 6M: | 213.60% | |
| Volatility 1Y: | 188.23% | |
| Volatility 3Y: | - |
