UC WAR. CALL 01/25 E3X1/ DE000HC545Y4 /
| 19/06/2024 08:01:06 | Chg.-0.0100 | Bid09:13:47 | Ask09:13:47 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.9000EUR | -0.34% | 2.8500 Bid Size: 2,000 |
2.9000 Ask Size: 2,000 |
EXPEDIA GRP INC. DL-... | 100.00 - | 15/01/2025 | Call |
Master data
| WKN: | HC545Y |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | EXPEDIA GRP INC. DL-,0001 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 100.00 - |
| Maturity: | 15/01/2025 |
| Issue date: | 17/03/2023 |
| Last trading day: | 14/01/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.01 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.39 |
|---|---|
| Intrinsic value: | 1.60 |
| Implied volatility: | 0.58 |
| Historic volatility: | 0.40 |
| Parity: | 1.60 |
| Time value: | 1.29 |
| Break-even: | 128.90 |
| Moneyness: | 1.16 |
| Premium: | 0.11 |
| Premium p.a.: | 0.20 |
| Spread abs.: | 0.01 |
| Spread %: | 0.35% |
| Delta: | 0.73 |
| Theta: | -0.05 |
| Omega: | 2.92 |
| Rho: | 0.32 |
Quote data
| Open: | 2.9000 |
|---|---|
| High: | 2.9000 |
| Low: | 2.9000 |
| Previous Close: | 2.9100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +1.75% | ||
|---|---|---|---|
| 1 Month | +34.26% | ||
| 3 Months | -27.32% | ||
| YTD | -48.31% | ||
| 1 Year | +13.28% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.9100 | 2.7500 |
|---|---|---|
| 1M High / 1M Low: | 2.9100 | 1.8200 |
| 6M High / 6M Low: | 6.2500 | 1.8200 |
| High (YTD): | 08/02/2024 | 6.2500 |
| Low (YTD): | 30/05/2024 | 1.8200 |
| 52W High: | 08/02/2024 | 6.2500 |
| 52W Low: | 01/11/2023 | 1.6300 |
| Avg. price 1W: | 2.8560 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.3127 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.9418 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 3.4393 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 82.66% | |
| Volatility 6M: | 98.24% | |
| Volatility 1Y: | 113.76% | |
| Volatility 3Y: | - |
