UniCredit Call 100 E3X1 15.01.2025
/ DE000HC545Y4
UniCredit Call 100 E3X1 15.01.202.../ DE000HC545Y4 /
| 9/26/2024 8:53:10 AM |
Chg.-0.03 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.30EUR |
-0.69% |
-
Bid Size: - |
-
Ask Size: - |
EXPEDIA GRP INC. DL-... |
100.00 - |
1/15/2025 |
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: |
1/15/2025 |
| Issue date: |
3/17/2023 |
| Last trading day: |
9/26/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.27 |
| Intrinsic value: |
3.07 |
| Implied volatility: |
0.95 |
| Historic volatility: |
0.38 |
| Parity: |
3.07 |
| Time value: |
1.20 |
| Break-even: |
142.70 |
| Moneyness: |
1.31 |
| Premium: |
0.09 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.01 |
| Spread %: |
0.23% |
| Delta: |
0.79 |
| Theta: |
-0.10 |
| Omega: |
2.41 |
| Rho: |
0.18 |
Quote data
| Open: |
4.30 |
| High: |
4.30 |
| Low: |
4.30 |
| Previous Close: |
4.33 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.39% |
| 1 Month |
|
|
+10.26% |
| 3 Months |
|
|
+47.77% |
| YTD |
|
|
-23.21% |
| 1 Year |
|
|
+102.83% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.38 |
4.08 |
| 1M High / 1M Low: |
4.38 |
2.99 |
| 6M High / 6M Low: |
4.38 |
1.80 |
| High (YTD): |
2/8/2024 |
6.21 |
| Low (YTD): |
5/30/2024 |
1.80 |
| 52W High: |
2/8/2024 |
6.21 |
| 52W Low: |
11/1/2023 |
1.63 |
| Avg. price 1W: |
|
4.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.11 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.58 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
82.59% |
| Volatility 6M: |
|
116.83% |
| Volatility 1Y: |
|
120.81% |
| Volatility 3Y: |
|
- |
