UC WAR. CALL 01/25 FDX/ DE000HC6UY55 /
| 6/6/2024 5:40:58 PM | Chg.+0.1400 | Bid6:55:05 PM | Ask6:55:05 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.8600EUR | +3.76% | 3.8300 Bid Size: 8,000 |
3.8400 Ask Size: 8,000 |
FEDEX CORP. D... | 220.00 - | 1/15/2025 | Call |
Master data
| WKN: | HC6UY5 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | FEDEX CORP. DL-,10 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 220.00 - |
| Maturity: | 1/15/2025 |
| Issue date: | 5/19/2023 |
| Last trading day: | 1/14/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.07 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.28 |
|---|---|
| Intrinsic value: | 0.81 |
| Implied volatility: | 0.45 |
| Historic volatility: | 0.22 |
| Parity: | 0.81 |
| Time value: | 2.95 |
| Break-even: | 257.60 |
| Moneyness: | 1.04 |
| Premium: | 0.13 |
| Premium p.a.: | 0.22 |
| Spread abs.: | 0.05 |
| Spread %: | 1.35% |
| Delta: | 0.63 |
| Theta: | -0.08 |
| Omega: | 3.85 |
| Rho: | 0.65 |
Quote data
| Open: | 3.7200 |
|---|---|
| High: | 3.8600 |
| Low: | 3.6800 |
| Previous Close: | 3.7200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +1.05% | ||
|---|---|---|---|
| 1 Month | -20.90% | ||
| 3 Months | -8.31% | ||
| YTD | -19.08% | ||
| 1 Year | +11.24% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.0300 | 3.5400 |
|---|---|---|
| 1M High / 1M Low: | 5.2500 | 3.5400 |
| 6M High / 6M Low: | 7.4400 | 3.4600 |
| High (YTD): | 3/28/2024 | 7.4400 |
| Low (YTD): | 2/15/2024 | 3.4600 |
| 52W High: | 3/28/2024 | 7.4400 |
| 52W Low: | 2/15/2024 | 3.4600 |
| Avg. price 1W: | 3.7700 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.2548 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 4.8034 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 5.1236 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 72.86% | |
| Volatility 6M: | 91.05% | |
| Volatility 1Y: | 84.94% | |
| Volatility 3Y: | - |
