UC WAR. CALL 12/24 FMC1/ DE000HC3LDF2 /
| 2024-08-15 9:42:04 PM | Chg.+0.0900 | Bid9:59:26 PM | Ask9:59:26 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5800EUR | +18.37% | 0.5500 Bid Size: 35,000 |
0.7000 Ask Size: 35,000 |
Ford Motor Company | 11.2497 USD | 2024-12-18 | Call |
Master data
| WKN: | HC3LDF |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Ford Motor Company |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 11.25 USD |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-01-27 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1.07 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 15.65 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.43 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.42 |
| Historic volatility: | 0.33 |
| Parity: | -1.04 |
| Time value: | 0.63 |
| Break-even: | 10.81 |
| Moneyness: | 0.90 |
| Premium: | 0.17 |
| Premium p.a.: | 0.58 |
| Spread abs.: | 0.15 |
| Spread %: | 31.25% |
| Delta: | 0.41 |
| Theta: | 0.00 |
| Omega: | 6.41 |
| Rho: | 0.01 |
Quote data
| Open: | 0.4400 |
|---|---|
| High: | 0.5800 |
| Low: | 0.4400 |
| Previous Close: | 0.4900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +3.57% | ||
|---|---|---|---|
| 1 Month | -81.93% | ||
| 3 Months | -69.79% | ||
| YTD | -71.29% | ||
| 1 Year | -73.99% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5600 | 0.4600 |
|---|---|---|
| 1M High / 1M Low: | 3.5300 | 0.4600 |
| 6M High / 6M Low: | 3.5300 | 0.4600 |
| High (YTD): | 2024-07-19 | 3.5300 |
| Low (YTD): | 2024-08-13 | 0.4600 |
| 52W High: | 2024-07-19 | 3.5300 |
| 52W Low: | 2024-08-13 | 0.4600 |
| Avg. price 1W: | 0.5060 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.5548 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.9419 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.8450 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 223.66% | |
| Volatility 6M: | 143.62% | |
| Volatility 1Y: | 137.57% | |
| Volatility 3Y: | - |
