UC WAR. CALL 09/24 FMC1/ DE000HD03R97 /
| 6/25/2024 9:42:11 AM | Chg.0.0000 | Bid10:30:28 AM | Ask10:30:28 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9300EUR | 0.00% | 0.9000 Bid Size: 10,000 |
1.3600 Ask Size: 10,000 |
Ford Motor Company | 11.826 USD | 9/18/2024 | Call |
Master data
| WKN: | HD03R9 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Ford Motor Company |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 11.83 USD |
| Maturity: | 9/18/2024 |
| Issue date: | 10/23/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 1:1.01 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 11.01 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.91 |
|---|---|
| Intrinsic value: | 0.38 |
| Implied volatility: | 0.36 |
| Historic volatility: | 0.30 |
| Parity: | 0.38 |
| Time value: | 0.67 |
| Break-even: | 12.05 |
| Moneyness: | 1.03 |
| Premium: | 0.06 |
| Premium p.a.: | 0.27 |
| Spread abs.: | 0.12 |
| Spread %: | 12.90% |
| Delta: | 0.63 |
| Theta: | -0.01 |
| Omega: | 6.92 |
| Rho: | 0.01 |
Quote data
| Open: | 0.9300 |
|---|---|
| High: | 0.9300 |
| Low: | 0.9300 |
| Previous Close: | 0.9300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +16.25% | ||
|---|---|---|---|
| 1 Month | -8.82% | ||
| 3 Months | -45.29% | ||
| YTD | -36.30% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9300 | 0.7900 |
|---|---|---|
| 1M High / 1M Low: | 1.1700 | 0.7900 |
| 6M High / 6M Low: | 2.2000 | 0.7900 |
| High (YTD): | 4/3/2024 | 2.2000 |
| Low (YTD): | 6/21/2024 | 0.7900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8220 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9024 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.2939 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 166.72% | |
| Volatility 6M: | 149.40% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
