UniCredit Call 250 FDX 15.01.2025
/ DE000HC3LEA1
UniCredit Call 250 FDX 15.01.2025/ DE000HC3LEA1 /
2024-07-25 4:44:23 PM |
Chg.-0.020 |
Bid5:31:46 PM |
Ask5:31:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.360EUR |
-0.37% |
5.560 Bid Size: 8,000 |
5.580 Ask Size: 8,000 |
FEDEX CORP. D... |
250.00 - |
2025-01-15 |
Call |
Master data
WKN: |
HC3LEA |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
FEDEX CORP. DL-,10 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
250.00 - |
Maturity: |
2025-01-15 |
Issue date: |
2023-01-27 |
Last trading day: |
2025-01-14 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.69 |
Intrinsic value: |
2.52 |
Implied volatility: |
0.51 |
Historic volatility: |
0.26 |
Parity: |
2.52 |
Time value: |
2.78 |
Break-even: |
303.00 |
Moneyness: |
1.10 |
Premium: |
0.10 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.01 |
Spread %: |
0.19% |
Delta: |
0.69 |
Theta: |
-0.11 |
Omega: |
3.59 |
Rho: |
0.65 |
Quote data
Open: |
5.290 |
High: |
5.360 |
Low: |
5.230 |
Previous Close: |
5.380 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-12.70% |
1 Month |
|
|
+120.58% |
3 Months |
|
|
+62.42% |
YTD |
|
|
+71.79% |
1 Year |
|
|
+29.78% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.140 |
5.380 |
1M High / 1M Low: |
6.410 |
2.430 |
6M High / 6M Low: |
6.410 |
1.910 |
High (YTD): |
2024-07-16 |
6.410 |
Low (YTD): |
2024-06-04 |
1.910 |
52W High: |
2024-07-16 |
6.410 |
52W Low: |
2024-06-04 |
1.910 |
Avg. price 1W: |
|
5.744 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.296 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.263 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
3.566 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
394.12% |
Volatility 6M: |
|
185.79% |
Volatility 1Y: |
|
149.63% |
Volatility 3Y: |
|
- |