UC WAR. CALL 12/24 E3X1/ DE000HC4GXX1 /
9/11/2024 9:40:36 PM | Chg.-0.1400 | Bid9:59:30 PM | Ask9:59:30 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.5500EUR | -8.28% | 1.5800 Bid Size: 12,000 |
1.5900 Ask Size: 12,000 |
EXPEDIA GRP INC. DL-... | 120.00 - | 12/18/2024 | Call |
Master data
WKN: | HC4GXX |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | EXPEDIA GRP INC. DL-,0001 |
Type: | Warrant |
Option type: | Call |
Strike price: | 120.00 - |
Maturity: | 12/18/2024 |
Issue date: | 2/24/2023 |
Last trading day: | 12/17/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 7.04 |
Leverage: | Yes |
Calculated values
Fair value: | 0.94 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.69 |
Historic volatility: | 0.38 |
Parity: | -0.10 |
Time value: | 1.69 |
Break-even: | 136.90 |
Moneyness: | 0.99 |
Premium: | 0.15 |
Premium p.a.: | 0.69 |
Spread abs.: | 0.01 |
Spread %: | 0.60% |
Delta: | 0.57 |
Theta: | -0.09 |
Omega: | 4.02 |
Rho: | 0.14 |
Quote data
Open: | 1.5900 |
---|---|
High: | 1.6200 |
Low: | 1.4900 |
Previous Close: | 1.6900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -20.10% | ||
---|---|---|---|
1 Month | -7.74% | ||
3 Months | +5.44% | ||
YTD | -63.18% | ||
1 Year | -7.19% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.9400 | 1.6900 |
---|---|---|
1M High / 1M Low: | 2.3900 | 1.4900 |
6M High / 6M Low: | 2.8600 | 0.8200 |
High (YTD): | 2/8/2024 | 4.7500 |
Low (YTD): | 5/30/2024 | 0.8200 |
52W High: | 2/8/2024 | 4.7500 |
52W Low: | 5/30/2024 | 0.8200 |
Avg. price 1W: | 1.8360 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.9095 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.8076 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 2.2611 | |
Avg. volume 1Y: | 1.7734 | |
Volatility 1M: | 123.69% | |
Volatility 6M: | 157.96% | |
Volatility 1Y: | 153.28% | |
Volatility 3Y: | - |