UC WAR. CALL 12/24 FDX/ DE000HC3LE46 /
2024-06-21 7:41:48 PM | Chg.+0.240 | Bid8:59:55 PM | Ask8:59:55 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
5.700EUR | +4.40% | 5.650 Bid Size: 6,000 |
5.660 Ask Size: 6,000 |
FEDEX CORP. D... | 200.00 - | 2024-12-18 | Call |
Master data
WKN: | HC3LE4 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | FEDEX CORP. DL-,10 |
Type: | Warrant |
Option type: | Call |
Strike price: | 200.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2023-01-27 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 4.30 |
Leverage: | Yes |
Calculated values
Fair value: | 4.15 |
---|---|
Intrinsic value: | 3.59 |
Implied volatility: | 0.52 |
Historic volatility: | 0.23 |
Parity: | 3.59 |
Time value: | 1.90 |
Break-even: | 254.90 |
Moneyness: | 1.18 |
Premium: | 0.08 |
Premium p.a.: | 0.17 |
Spread abs.: | 0.01 |
Spread %: | 0.18% |
Delta: | 0.75 |
Theta: | -0.09 |
Omega: | 3.23 |
Rho: | 0.60 |
Quote data
Open: | 5.460 |
---|---|
High: | 5.700 |
Low: | 5.460 |
Previous Close: | 5.460 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +14.46% | ||
---|---|---|---|
1 Month | +4.01% | ||
3 Months | -15.68% | ||
YTD | -5.00% | ||
1 Year | +22.84% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 5.460 | 4.980 |
---|---|---|
1M High / 1M Low: | 5.570 | 4.820 |
6M High / 6M Low: | 9.010 | 4.580 |
High (YTD): | 2024-03-28 | 9.010 |
Low (YTD): | 2024-02-15 | 4.580 |
52W High: | 2024-03-28 | 9.010 |
52W Low: | 2024-02-15 | 4.580 |
Avg. price 1W: | 5.194 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 5.170 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 5.884 | |
Avg. volume 6M: | .608 | |
Avg. price 1Y: | 6.358 | |
Avg. volume 1Y: | .297 | |
Volatility 1M: | 71.30% | |
Volatility 6M: | 68.85% | |
Volatility 1Y: | 76.01% | |
Volatility 3Y: | - |