UniCredit Call 100 E3X1 15.01.2025
/ DE000HC545Y4
UniCredit Call 100 E3X1 15.01.202.../ DE000HC545Y4 /
2024-06-28 8:15:38 PM |
Chg.+0.10 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.01EUR |
+3.44% |
- Bid Size: - |
- Ask Size: - |
EXPEDIA GRP INC. DL-... |
100.00 - |
2025-01-15 |
Call |
Master data
WKN: |
HC545Y |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
EXPEDIA GRP INC. DL-,0001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
100.00 - |
Maturity: |
2025-01-15 |
Issue date: |
2023-03-17 |
Last trading day: |
2025-01-14 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.48 |
Intrinsic value: |
1.76 |
Implied volatility: |
0.59 |
Historic volatility: |
0.40 |
Parity: |
1.76 |
Time value: |
1.23 |
Break-even: |
129.90 |
Moneyness: |
1.18 |
Premium: |
0.10 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.01 |
Spread %: |
0.34% |
Delta: |
0.74 |
Theta: |
-0.05 |
Omega: |
2.90 |
Rho: |
0.31 |
Quote data
Open: |
2.89 |
High: |
3.01 |
Low: |
2.89 |
Previous Close: |
2.91 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.63% |
1 Month |
|
|
+67.22% |
3 Months |
|
|
-29.51% |
YTD |
|
|
-46.25% |
1 Year |
|
|
+8.27% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.34 |
2.91 |
1M High / 1M Low: |
3.34 |
1.80 |
6M High / 6M Low: |
6.21 |
1.80 |
High (YTD): |
2024-02-08 |
6.21 |
Low (YTD): |
2024-05-30 |
1.80 |
52W High: |
2024-02-08 |
6.21 |
52W Low: |
2023-11-01 |
1.63 |
Avg. price 1W: |
|
3.09 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.71 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.79 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
3.45 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
81.29% |
Volatility 6M: |
|
96.89% |
Volatility 1Y: |
|
114.20% |
Volatility 3Y: |
|
- |