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UniCredit Call 11.2497 F 18.12.20.../  DE000HC3LDF2  /

Frankfurt Zert./HVB
16/07/2024  19:29:03 Chg.+0.020 Bid21:59:29 Ask21:59:29 Underlying Strike price Expiration date Option type
3.220EUR +0.63% 3.250
Bid Size: 10,000		 3.390
Ask Size: 10,000		 Ford Motor Company 11.2497 USD 18/12/2024 Call
 

Master data

WKN: HC3LDF
Issuer: UniCredit
Currency: EUR
Underlying: Ford Motor Company
Type: Warrant
Option type: Call
Strike price: 11.25 USD
Maturity: 18/12/2024
Issue date: 27/01/2023
Last trading day: 17/12/2024
Ratio: 1:1.07
Exercise type: American
Quanto: No
Gearing: 4.27
Leverage: Yes

Calculated values

Fair value: 3.18
Intrinsic value: 2.92
Implied volatility: 0.34
Historic volatility: 0.29
Parity: 2.92
Time value: 0.34
Break-even: 13.38
Moneyness: 1.26
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.14
Spread %: 4.49%
Delta: 0.89
Theta: 0.00
Omega: 3.81
Rho: 0.04
 

Quote data

Open: 3.090
High: 3.220
Low: 3.090
Previous Close: 3.200
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+47.71%
1 Month  
+136.76%
3 Months  
+64.29%
YTD  
+61.00%
1 Year
  -24.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.200 2.180
1M High / 1M Low: 3.200 1.370
6M High / 6M Low: 3.200 1.220
High (YTD): 15/07/2024 3.200
Low (YTD): 18/01/2024 1.220
52W High: 17/07/2023 3.650
52W Low: 13/11/2023 0.870
Avg. price 1W:   2.622
Avg. volume 1W:   0.000
Avg. price 1M:   1.907
Avg. volume 1M:   0.000
Avg. price 6M:   1.945
Avg. volume 6M:   0.000
Avg. price 1Y:   1.954
Avg. volume 1Y:   0.000
Volatility 1M:   108.63%
Volatility 6M:   122.34%
Volatility 1Y:   124.24%
Volatility 3Y:   -