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UniCredit Call 120 E3X1 18.06.202.../  DE000HC7N404  /

EUWAX
13/11/2024  21:29:30 Chg.-0.15 Bid21:59:17 Ask21:59:17 Underlying Strike price Expiration date Option type
6.17EUR -2.37% 6.15
Bid Size: 3,000		 6.19
Ask Size: 3,000		 EXPEDIA GRP INC. DL-... 120.00 - 18/06/2025 Call
 

Master data

WKN: HC7N40
Issuer: UniCredit
Currency: EUR
Underlying: EXPEDIA GRP INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 18/06/2025
Issue date: 23/06/2023
Last trading day: 17/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.72
Leverage: Yes

Calculated values

Fair value: 5.51
Intrinsic value: 5.14
Implied volatility: 0.66
Historic volatility: 0.35
Parity: 5.14
Time value: 1.17
Break-even: 183.10
Moneyness: 1.43
Premium: 0.07
Premium p.a.: 0.12
Spread abs.: 0.04
Spread %: 0.64%
Delta: 0.84
Theta: -0.06
Omega: 2.28
Rho: 0.48
 

Quote data

Open: 6.15
High: 6.25
Low: 6.15
Previous Close: 6.32
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.98%
1 Month  
+67.66%
3 Months  
+164.81%
YTD  
+32.40%
1 Year  
+137.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.55 5.32
1M High / 1M Low: 6.55 3.68
6M High / 6M Low: 6.55 1.40
High (YTD): 11/11/2024 6.55
Low (YTD): 30/05/2024 1.40
52W High: 11/11/2024 6.55
52W Low: 30/05/2024 1.40
Avg. price 1W:   5.98
Avg. volume 1W:   0.00
Avg. price 1M:   4.64
Avg. volume 1M:   0.00
Avg. price 6M:   2.79
Avg. volume 6M:   7.58
Avg. price 1Y:   3.19
Avg. volume 1Y:   12.50
Volatility 1M:   105.16%
Volatility 6M:   107.81%
Volatility 1Y:   107.60%
Volatility 3Y:   -