UniCredit Call 120 E3X1 18.09.2024
/ DE000HD03R63
UniCredit Call 120 E3X1 18.09.202.../ DE000HD03R63 /
| 17/07/2024 09:04:32 |
Chg.-0.15 |
Bid13:05:36 |
Ask13:05:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.97EUR |
-7.08% |
1.88
Bid Size: 3,000 |
1.92
Ask Size: 3,000 |
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: |
6.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.33 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.39 |
| Parity: |
0.81 |
| Time value: |
1.32 |
| Break-even: |
141.30 |
| Moneyness: |
1.07 |
| Premium: |
0.10 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.01 |
| Spread %: |
0.47% |
| Delta: |
0.65 |
| Theta: |
-0.13 |
| Omega: |
3.90 |
| Rho: |
0.11 |
Quote data
| Open: |
1.97 |
| High: |
1.97 |
| Low: |
1.97 |
| Previous Close: |
2.12 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+44.85% |
| 1 Month |
|
|
+72.81% |
| 3 Months |
|
|
+5.91% |
| YTD |
|
|
-50.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.12 |
1.31 |
| 1M High / 1M Low: |
2.12 |
0.99 |
| 6M High / 6M Low: |
4.46 |
0.46 |
| High (YTD): |
08/02/2024 |
4.46 |
| Low (YTD): |
28/05/2024 |
0.46 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.57 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.92 |
| Avg. volume 6M: |
|
86.61 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.23% |
| Volatility 6M: |
|
162.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
