UniCredit Call 120 E3X1 18.12.2024
/ DE000HC4GXX1
UniCredit Call 120 E3X1 18.12.202.../ DE000HC4GXX1 /
2024-09-11 6:33:37 PM |
Chg.-0.120 |
Bid7:05:14 PM |
Ask7:05:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.510EUR |
-7.36% |
1.510 Bid Size: 12,000 |
1.520 Ask Size: 12,000 |
EXPEDIA GRP INC. DL-... |
120.00 - |
2024-12-18 |
Call |
Master data
WKN: |
HC4GXX |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
EXPEDIA GRP INC. DL-,0001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 - |
Maturity: |
2024-12-18 |
Issue date: |
2023-02-24 |
Last trading day: |
2024-12-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.94 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.69 |
Historic volatility: |
0.38 |
Parity: |
-0.10 |
Time value: |
1.69 |
Break-even: |
136.90 |
Moneyness: |
0.99 |
Premium: |
0.15 |
Premium p.a.: |
0.69 |
Spread abs.: |
0.01 |
Spread %: |
0.60% |
Delta: |
0.57 |
Theta: |
-0.09 |
Omega: |
4.02 |
Rho: |
0.14 |
Quote data
Open: |
1.590 |
High: |
1.620 |
Low: |
1.430 |
Previous Close: |
1.630 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-25.62% |
1 Month |
|
|
-9.04% |
3 Months |
|
|
+4.14% |
YTD |
|
|
-64.05% |
1 Year |
|
|
-11.70% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.030 |
1.630 |
1M High / 1M Low: |
2.380 |
1.450 |
6M High / 6M Low: |
2.860 |
0.660 |
High (YTD): |
2024-02-08 |
4.690 |
Low (YTD): |
2024-08-05 |
0.660 |
52W High: |
2024-02-08 |
4.690 |
52W Low: |
2024-08-05 |
0.660 |
Avg. price 1W: |
|
1.862 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.908 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.802 |
Avg. volume 6M: |
|
3.876 |
Avg. price 1Y: |
|
2.253 |
Avg. volume 1Y: |
|
35.266 |
Volatility 1M: |
|
132.32% |
Volatility 6M: |
|
178.31% |
Volatility 1Y: |
|
165.63% |
Volatility 3Y: |
|
- |