UC WAR. CALL 09/24 FMC1/ DE000HD21SD6 /
| 6/20/2024 9:40:09 PM | Chg.-0.0100 | Bid9:58:22 PM | Ask9:58:22 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.3500EUR | -0.74% | 1.3600 Bid Size: 15,000 |
1.4700 Ask Size: 15,000 |
Ford Motor Company | 10.8404 USD | 9/18/2024 | Call |
Master data
| WKN: | HD21SD |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Ford Motor Company |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 10.84 USD |
| Maturity: | 9/18/2024 |
| Issue date: | 1/23/2024 |
| Last trading day: | 9/17/2024 |
| Ratio: | 1:1.01 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.47 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.23 |
|---|---|
| Intrinsic value: | 0.89 |
| Implied volatility: | 0.56 |
| Historic volatility: | 0.29 |
| Parity: | 0.89 |
| Time value: | 0.83 |
| Break-even: | 11.78 |
| Moneyness: | 1.09 |
| Premium: | 0.07 |
| Premium p.a.: | 0.34 |
| Spread abs.: | 0.45 |
| Spread %: | 35.43% |
| Delta: | 0.68 |
| Theta: | -0.01 |
| Omega: | 4.41 |
| Rho: | 0.01 |
Quote data
| Open: | 1.3600 |
|---|---|
| High: | 1.3600 |
| Low: | 1.3000 |
| Previous Close: | 1.3600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +3.85% | ||
|---|---|---|---|
| 1 Month | -18.67% | ||
| 3 Months | -43.04% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.3600 | 1.3000 |
|---|---|---|
| 1M High / 1M Low: | 1.8200 | 1.2700 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.3400 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.4961 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 128.93% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
