UniCredit Call 120 E3X1 14.01.2026
/ DE000HD5J066
UniCredit Call 120 E3X1 14.01.202.../ DE000HD5J066 /
18/10/2024 19:47:21 |
Chg.+0.12 |
Bid20:47:01 |
Ask20:47:01 |
Underlying |
Strike price |
Expiration date |
Option type |
4.96EUR |
+2.48% |
4.91 Bid Size: 4,000 |
4.92 Ask Size: 4,000 |
EXPEDIA GRP INC. DL-... |
120.00 - |
14/01/2026 |
Call |
Master data
WKN: |
HD5J06 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
EXPEDIA GRP INC. DL-,0001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 - |
Maturity: |
14/01/2026 |
Issue date: |
13/05/2024 |
Last trading day: |
13/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.03 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.08 |
Intrinsic value: |
2.59 |
Implied volatility: |
0.54 |
Historic volatility: |
0.39 |
Parity: |
2.59 |
Time value: |
2.23 |
Break-even: |
168.20 |
Moneyness: |
1.22 |
Premium: |
0.15 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.02 |
Spread %: |
0.42% |
Delta: |
0.76 |
Theta: |
-0.04 |
Omega: |
2.29 |
Rho: |
0.77 |
Quote data
Open: |
4.82 |
High: |
4.96 |
Low: |
4.82 |
Previous Close: |
4.84 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+16.71% |
1 Month |
|
|
+48.06% |
3 Months |
|
|
+49.40% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.84 |
4.25 |
1M High / 1M Low: |
4.84 |
3.35 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.38 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.04 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
68.21% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |