UC WAR. CALL 09/24 FMC1/ DE000HD03RA2 /
| 2024-05-23 9:40:24 PM | Chg.0.0000 | Bid2024-05-23 | Ask2024-05-23 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2900EUR | 0.00% | 0.1800 Bid Size: 30,000 |
0.2900 Ask Size: 30,000 |
Ford Motor Company | 14.7824 USD | 2024-09-18 | Call |
Master data
| WKN: | HD03RA |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Ford Motor Company |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 14.78 USD |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-23 |
| Last trading day: | 2024-09-17 |
| Ratio: | 1:1.01 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 17.90 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.14 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.55 |
| Historic volatility: | 0.30 |
| Parity: | -2.58 |
| Time value: | 0.63 |
| Break-even: | 14.28 |
| Moneyness: | 0.81 |
| Premium: | 0.28 |
| Premium p.a.: | 1.17 |
| Spread abs.: | 0.45 |
| Spread %: | 250.00% |
| Delta: | 0.32 |
| Theta: | -0.01 |
| Omega: | 5.75 |
| Rho: | 0.01 |
Quote data
| Open: | 0.2900 |
|---|---|
| High: | 0.2900 |
| Low: | 0.2900 |
| Previous Close: | 0.2900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -9.38% | ||
|---|---|---|---|
| 1 Month | -50.00% | ||
| 3 Months | -35.56% | ||
| YTD | -50.85% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3200 | 0.2900 |
|---|---|---|
| 1M High / 1M Low: | 0.5800 | 0.2900 |
| 6M High / 6M Low: | 0.7900 | 0.2300 |
| High (YTD): | 2024-04-03 | 0.7900 |
| Low (YTD): | 2024-01-24 | 0.2800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3020 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3848 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4478 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 86.40% | |
| Volatility 6M: | 188.10% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
