UniCredit Call 120 E3X1 18.09.2024
/ DE000HD03R63
UniCredit Call 120 E3X1 18.09.202.../ DE000HD03R63 /
| 16/08/2024 13:29:23 |
Chg.-0.06 |
Bid15:51:04 |
Ask15:51:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.23EUR |
-4.65% |
1.13
Bid Size: 8,000 |
1.14
Ask Size: 8,000 |
EXPEDIA GRP INC. DL-... |
120.00 - |
18/09/2024 |
Call |
Master data
| WKN: |
HD03R6 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
EXPEDIA GRP INC. DL-,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 - |
| Maturity: |
18/09/2024 |
| Issue date: |
23/10/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.85 |
| Historic volatility: |
0.38 |
| Parity: |
0.05 |
| Time value: |
1.22 |
| Break-even: |
132.70 |
| Moneyness: |
1.00 |
| Premium: |
0.10 |
| Premium p.a.: |
1.91 |
| Spread abs.: |
0.01 |
| Spread %: |
0.79% |
| Delta: |
0.56 |
| Theta: |
-0.19 |
| Omega: |
5.34 |
| Rho: |
0.05 |
Quote data
| Open: |
1.25 |
| High: |
1.25 |
| Low: |
1.23 |
| Previous Close: |
1.29 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.81% |
| 1 Month |
|
|
-41.98% |
| 3 Months |
|
|
+98.39% |
| YTD |
|
|
-68.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.29 |
0.90 |
| 1M High / 1M Low: |
2.12 |
0.55 |
| 6M High / 6M Low: |
2.62 |
0.46 |
| High (YTD): |
08/02/2024 |
4.46 |
| Low (YTD): |
28/05/2024 |
0.46 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.52 |
| Avg. volume 6M: |
|
86.61 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
340.65% |
| Volatility 6M: |
|
197.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
