UniCredit Call 100 E3X1 18.12.2024
/ DE000HC545X6
UniCredit Call 100 E3X1 18.12.202.../ DE000HC545X6 /
2024-08-28 11:42:44 AM |
Chg.-0.030 |
Bid9:59:30 PM |
Ask2024-08-28 |
Underlying |
Strike price |
Expiration date |
Option type |
3.840EUR |
-0.78% |
- Bid Size: - |
- Ask Size: - |
EXPEDIA GRP INC. DL-... |
100.00 - |
2024-12-18 |
Call |
Master data
WKN: |
HC545X |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
EXPEDIA GRP INC. DL-,0001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
100.00 - |
Maturity: |
2024-12-18 |
Issue date: |
2023-03-17 |
Last trading day: |
2024-08-28 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.03 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.20 |
Intrinsic value: |
1.90 |
Implied volatility: |
1.28 |
Historic volatility: |
0.38 |
Parity: |
1.90 |
Time value: |
2.03 |
Break-even: |
139.30 |
Moneyness: |
1.19 |
Premium: |
0.17 |
Premium p.a.: |
0.80 |
Spread abs.: |
0.14 |
Spread %: |
3.69% |
Delta: |
0.73 |
Theta: |
-0.14 |
Omega: |
2.20 |
Rho: |
0.13 |
Quote data
Open: |
3.800 |
High: |
3.840 |
Low: |
3.800 |
Previous Close: |
3.870 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+25.90% |
3 Months |
|
|
+43.82% |
YTD |
|
|
-30.81% |
1 Year |
|
|
+50.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
3.870 |
2.810 |
6M High / 6M Low: |
4.210 |
1.530 |
High (YTD): |
2024-02-08 |
6.130 |
Low (YTD): |
2024-08-05 |
1.530 |
52W High: |
2024-02-08 |
6.130 |
52W Low: |
2024-08-05 |
1.530 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
3.328 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.022 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
3.434 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
82.01% |
Volatility 6M: |
|
133.03% |
Volatility 1Y: |
|
130.56% |
Volatility 3Y: |
|
- |