UC WAR. CALL 06/24 FDX/ DE000HC3LDZ0 /
| 5/6/2024 1:41:43 PM | Chg.- | Bid2:14:48 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.820EUR | - | 5.790 Bid Size: 4,000 |
- Ask Size: - |
FEDEX CORP. D... | 200.00 - | 6/19/2024 | Call |
Master data
| WKN: | HC3LDZ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | FEDEX CORP. DL-,10 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 200.00 - |
| Maturity: | 6/19/2024 |
| Issue date: | 1/27/2023 |
| Last trading day: | 5/7/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.04 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.45 |
|---|---|
| Intrinsic value: | 3.41 |
| Implied volatility: | 2.02 |
| Historic volatility: | 0.22 |
| Parity: | 3.41 |
| Time value: | 2.39 |
| Break-even: | 258.00 |
| Moneyness: | 1.17 |
| Premium: | 0.10 |
| Premium p.a.: | 6.18 |
| Spread abs.: | 0.11 |
| Spread %: | 1.93% |
| Delta: | 0.72 |
| Theta: | -0.99 |
| Omega: | 2.90 |
| Rho: | 0.05 |
Quote data
| Open: | 5.710 |
|---|---|
| High: | 5.820 |
| Low: | 5.710 |
| Previous Close: | 5.750 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -1.69% | ||
| 3 Months | +27.91% | ||
| YTD | +9.81% | ||
| 1 Year | +57.30% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 5.820 | 5.750 |
| 6M High / 6M Low: | 8.570 | 3.810 |
| High (YTD): | 3/28/2024 | 8.570 |
| Low (YTD): | 2/15/2024 | 3.810 |
| 52W High: | 3/28/2024 | 8.570 |
| 52W Low: | 6/1/2023 | 3.700 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 5.783 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 5.576 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 5.733 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 19.41% | |
| Volatility 6M: | 98.76% | |
| Volatility 1Y: | 91.19% | |
| Volatility 3Y: | - |
