UniCredit Call 100 E3X1 15.01.2025
/ DE000HC545Y4
UniCredit Call 100 E3X1 15.01.202.../ DE000HC545Y4 /
26/09/2024 08:53:10 |
Chg.- |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
4.30EUR |
- |
- Bid Size: - |
- Ask Size: - |
EXPEDIA GRP INC. DL-... |
100.00 - |
15/01/2025 |
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: |
15/01/2025 |
Issue date: |
17/03/2023 |
Last trading day: |
26/09/2024 |
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): |
08/02/2024 |
6.21 |
Low (YTD): |
30/05/2024 |
1.80 |
52W High: |
08/02/2024 |
6.21 |
52W Low: |
01/11/2023 |
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: |
|
- |