UniCredit Call 11.2497 F 15.01.2025
/ DE000HC3LDL0
UniCredit Call 11.2497 F 15.01.20.../ DE000HC3LDL0 /
| 2024-07-08 7:32:31 PM |
Chg.+0.120 |
Bid9:59:40 PM |
Ask9:59:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.150EUR |
+5.91% |
2.200
Bid Size: 15,000 |
2.330
Ask Size: 15,000 |
Ford Motor Company |
11.2497 USD |
2025-01-15 |
Call |
Master data
| WKN: |
HC3LDL |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Ford Motor Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.25 USD |
| Maturity: |
2025-01-15 |
| Issue date: |
2023-01-27 |
| Last trading day: |
2025-01-14 |
| Ratio: |
1:1.07 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.12 |
| Intrinsic value: |
1.57 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.29 |
| Parity: |
1.57 |
| Time value: |
0.64 |
| Break-even: |
12.46 |
| Moneyness: |
1.14 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.13 |
| Spread %: |
6.25% |
| Delta: |
0.78 |
| Theta: |
0.00 |
| Omega: |
4.44 |
| Rho: |
0.04 |
Quote data
| Open: |
2.070 |
| High: |
2.270 |
| Low: |
2.060 |
| Previous Close: |
2.030 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.44% |
| 1 Month |
|
|
+27.98% |
| 3 Months |
|
|
-25.61% |
| YTD |
|
|
+3.86% |
| 1 Year |
|
|
-53.26% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.110 |
2.020 |
| 1M High / 1M Low: |
2.110 |
1.440 |
| 6M High / 6M Low: |
3.000 |
1.300 |
| High (YTD): |
2024-04-03 |
3.000 |
| Low (YTD): |
2024-01-18 |
1.300 |
| 52W High: |
2023-07-11 |
4.620 |
| 52W Low: |
2023-11-10 |
0.920 |
| Avg. price 1W: |
|
2.064 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.729 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.974 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.060 |
| Avg. volume 1Y: |
|
34.646 |
| Volatility 1M: |
|
98.64% |
| Volatility 6M: |
|
114.20% |
| Volatility 1Y: |
|
118.70% |
| Volatility 3Y: |
|
- |
