UC WAR. CALL 01/25 FDX/ DE000HC3LE95 /
| 2024-06-21 11:41:32 AM | Chg.0.000 | Bid1:16:28 PM | Ask1:16:28 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.520EUR | 0.00% | 5.520 Bid Size: 4,000 |
5.560 Ask Size: 4,000 |
FEDEX CORP. D... | 200.00 - | 2025-01-15 | Call |
Master data
| WKN: | HC3LE9 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | FEDEX CORP. DL-,10 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 200.00 - |
| Maturity: | 2025-01-15 |
| Issue date: | 2023-01-27 |
| Last trading day: | 2025-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.25 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.25 |
|---|---|
| Intrinsic value: | 3.59 |
| Implied volatility: | 0.49 |
| Historic volatility: | 0.23 |
| Parity: | 3.59 |
| Time value: | 1.96 |
| Break-even: | 255.50 |
| Moneyness: | 1.18 |
| Premium: | 0.08 |
| Premium p.a.: | 0.15 |
| Spread abs.: | 0.01 |
| Spread %: | 0.18% |
| Delta: | 0.75 |
| Theta: | -0.08 |
| Omega: | 3.20 |
| Rho: | 0.70 |
Quote data
| Open: | 5.520 |
|---|---|
| High: | 5.520 |
| Low: | 5.520 |
| Previous Close: | 5.520 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +9.52% | ||
|---|---|---|---|
| 1 Month | -0.36% | ||
| 3 Months | -19.06% | ||
| YTD | -9.21% | ||
| 1 Year | +16.95% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.520 | 5.040 |
|---|---|---|
| 1M High / 1M Low: | 5.630 | 4.890 |
| 6M High / 6M Low: | 9.050 | 4.680 |
| High (YTD): | 2024-03-28 | 9.050 |
| Low (YTD): | 2024-02-15 | 4.680 |
| 52W High: | 2024-03-28 | 9.050 |
| 52W Low: | 2024-02-15 | 4.680 |
| Avg. price 1W: | 5.256 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.231 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 5.955 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 6.435 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 68.46% | |
| Volatility 6M: | 67.10% | |
| Volatility 1Y: | 74.41% | |
| Volatility 3Y: | - |
