UC WAR. CALL 09/24 FMC1/ DE000HD21SD6 /
| 23/05/2024 19:40:14 | Chg.0.0000 | Bid20:37:12 | Ask20:37:12 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.6000EUR | 0.00% | 1.5500 Bid Size: 15,000 |
1.6600 Ask Size: 15,000 |
Ford Motor Company | 10.8404 USD | 18/09/2024 | Call |
Master data
| WKN: | HD21SD |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Ford Motor Company |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 10.84 USD |
| Maturity: | 18/09/2024 |
| Issue date: | 23/01/2024 |
| Last trading day: | 17/09/2024 |
| Ratio: | 1:1.01 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.78 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.51 |
|---|---|
| Intrinsic value: | 1.12 |
| Implied volatility: | 0.51 |
| Historic volatility: | 0.30 |
| Parity: | 1.12 |
| Time value: | 0.83 |
| Break-even: | 11.94 |
| Moneyness: | 1.11 |
| Premium: | 0.07 |
| Premium p.a.: | 0.25 |
| Spread abs.: | 0.45 |
| Spread %: | 30.00% |
| Delta: | 0.71 |
| Theta: | -0.01 |
| Omega: | 4.09 |
| Rho: | 0.02 |
Quote data
| Open: | 1.6000 |
|---|---|
| High: | 1.6000 |
| Low: | 1.6000 |
| Previous Close: | 1.6000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -13.04% | ||
|---|---|---|---|
| 1 Month | -35.74% | ||
| 3 Months | -15.79% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.8400 | 1.6000 |
|---|---|---|
| 1M High / 1M Low: | 2.4900 | 1.6000 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.7300 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.9267 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 78.30% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
