UC WAR. CALL 09/24 FMC1/ DE000HD03R97 /
2024-05-27 9:41:24 AM | Chg.0.0000 | Bid10:30:41 AM | Ask10:30:41 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.0200EUR | 0.00% | 0.9300 Bid Size: 4,000 |
2.7400 Ask Size: 4,000 |
Ford Motor Company | 11.826 USD | 2024-09-18 | Call |
Master data
WKN: | HD03R9 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Ford Motor Company |
Type: | Warrant |
Option type: | Call |
Strike price: | 11.83 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: | 10.34 |
Leverage: | Yes |
Calculated values
Fair value: | 0.98 |
---|---|
Intrinsic value: | 0.31 |
Implied volatility: | 0.35 |
Historic volatility: | 0.30 |
Parity: | 0.31 |
Time value: | 0.79 |
Break-even: | 11.99 |
Moneyness: | 1.03 |
Premium: | 0.07 |
Premium p.a.: | 0.24 |
Spread abs.: | 0.11 |
Spread %: | 11.11% |
Delta: | 0.62 |
Theta: | 0.00 |
Omega: | 6.40 |
Rho: | 0.02 |
Quote data
Open: | 1.0200 |
---|---|
High: | 1.0200 |
Low: | 1.0200 |
Previous Close: | 1.0200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -10.53% | ||
---|---|---|---|
1 Month | -38.18% | ||
3 Months | -19.69% | ||
YTD | -30.14% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.1400 | 1.0200 |
---|---|---|
1M High / 1M Low: | 1.5300 | 1.0200 |
6M High / 6M Low: | 2.2000 | 0.6300 |
High (YTD): | 2024-04-03 | 2.2000 |
Low (YTD): | 2024-01-18 | 0.8000 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.0540 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.2016 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.3116 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 90.12% | |
Volatility 6M: | 152.54% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |