UC WAR. CALL 06/24 FMC1/ DE000HC49CJ0 /
| 07/06/2024 21:41:42 | Chg.0.0000 | Bid21:59:58 | Ask21:59:58 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4200EUR | 0.00% | 0.4400 Bid Size: 15,000 |
0.6700 Ask Size: 15,000 |
Ford Motor Company | 11.826 USD | 19/06/2024 | Call |
Master data
| WKN: | HC49CJ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Ford Motor Company |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 11.83 USD |
| Maturity: | 19/06/2024 |
| Issue date: | 20/02/2023 |
| Last trading day: | 18/06/2024 |
| Ratio: | 1:1.01 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 17.04 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.42 |
|---|---|
| Intrinsic value: | 0.30 |
| Implied volatility: | 0.64 |
| Historic volatility: | 0.29 |
| Parity: | 0.30 |
| Time value: | 0.37 |
| Break-even: | 11.61 |
| Moneyness: | 1.03 |
| Premium: | 0.03 |
| Premium p.a.: | 1.85 |
| Spread abs.: | 0.23 |
| Spread %: | 52.27% |
| Delta: | 0.62 |
| Theta: | -0.02 |
| Omega: | 10.59 |
| Rho: | 0.00 |
Quote data
| Open: | 0.4200 |
|---|---|
| High: | 0.4200 |
| Low: | 0.4200 |
| Previous Close: | 0.4200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -8.70% | ||
|---|---|---|---|
| 1 Month | -46.15% | ||
| 3 Months | -59.22% | ||
| YTD | -65.29% | ||
| 1 Year | -84.03% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5400 | 0.4200 |
|---|---|---|
| 1M High / 1M Low: | 0.8700 | 0.3100 |
| 6M High / 6M Low: | 1.8900 | 0.3100 |
| High (YTD): | 03/04/2024 | 1.8900 |
| Low (YTD): | 30/05/2024 | 0.3100 |
| 52W High: | 05/07/2023 | 3.8500 |
| 52W Low: | 30/05/2024 | 0.3100 |
| Avg. price 1W: | 0.4560 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5900 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.9947 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.3741 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 251.20% | |
| Volatility 6M: | 218.62% | |
| Volatility 1Y: | 187.46% | |
| Volatility 3Y: | - |
