UC WAR. CALL 06/24 FMC1/ DE000HC49CJ0 /
| 5/31/2024 9:42:06 PM | Chg.+0.1500 | Bid9:59:01 PM | Ask9:59:01 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4600EUR | +48.39% | 0.4900 Bid Size: 15,000 |
0.6000 Ask Size: 15,000 |
Ford Motor Company | 11.826 USD | 6/19/2024 | Call |
Master data
| WKN: | HC49CJ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Ford Motor Company |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 11.83 USD |
| Maturity: | 6/19/2024 |
| Issue date: | 2/20/2023 |
| Last trading day: | 6/18/2024 |
| Ratio: | 1:1.01 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 18.91 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.47 |
|---|---|
| Intrinsic value: | 0.28 |
| Implied volatility: | 0.43 |
| Historic volatility: | 0.30 |
| Parity: | 0.28 |
| Time value: | 0.32 |
| Break-even: | 11.49 |
| Moneyness: | 1.03 |
| Premium: | 0.03 |
| Premium p.a.: | 0.74 |
| Spread abs.: | 0.11 |
| Spread %: | 22.45% |
| Delta: | 0.63 |
| Theta: | -0.01 |
| Omega: | 11.90 |
| Rho: | 0.00 |
Quote data
| Open: | 0.3100 |
|---|---|
| High: | 0.4600 |
| Low: | 0.3100 |
| Previous Close: | 0.3100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -20.69% | ||
|---|---|---|---|
| 1 Month | -47.13% | ||
| 3 Months | -61.34% | ||
| YTD | -61.98% | ||
| 1 Year | -74.01% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5800 | 0.3100 |
|---|---|---|
| 1M High / 1M Low: | 0.9300 | 0.3100 |
| 6M High / 6M Low: | 1.8900 | 0.3100 |
| High (YTD): | 4/3/2024 | 1.8900 |
| Low (YTD): | 5/30/2024 | 0.3100 |
| 52W High: | 7/5/2023 | 3.8500 |
| 52W Low: | 5/30/2024 | 0.3100 |
| Avg. price 1W: | 0.4080 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6741 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.9998 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.4066 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 249.06% | |
| Volatility 6M: | 217.85% | |
| Volatility 1Y: | 187.48% | |
| Volatility 3Y: | - |
