UC WAR. CALL 12/24 FDX/ DE000HC6C730 /
| 2024-06-21 9:40:09 AM | Chg.0.0000 | Bid9:55:12 AM | Ask9:55:12 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.9900EUR | 0.00% | 3.9300 Bid Size: 2,000 |
3.9900 Ask Size: 2,000 |
FEDEX CORP. D... | 220.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC6C73 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | FEDEX CORP. DL-,10 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 220.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-04-28 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.88 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.63 |
|---|---|
| Intrinsic value: | 1.59 |
| Implied volatility: | 0.46 |
| Historic volatility: | 0.23 |
| Parity: | 1.59 |
| Time value: | 2.42 |
| Break-even: | 260.10 |
| Moneyness: | 1.07 |
| Premium: | 0.10 |
| Premium p.a.: | 0.22 |
| Spread abs.: | 0.01 |
| Spread %: | 0.25% |
| Delta: | 0.67 |
| Theta: | -0.09 |
| Omega: | 3.92 |
| Rho: | 0.58 |
Quote data
| Open: | 3.9900 |
|---|---|
| High: | 3.9900 |
| Low: | 3.9900 |
| Previous Close: | 3.9900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +11.76% | ||
|---|---|---|---|
| 1 Month | -0.50% | ||
| 3 Months | -24.57% | ||
| YTD | -14.74% | ||
| 1 Year | +10.83% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.9900 | 3.5700 |
|---|---|---|
| 1M High / 1M Low: | 4.0800 | 3.4300 |
| 6M High / 6M Low: | 7.3800 | 3.3400 |
| High (YTD): | 2024-03-28 | 7.3800 |
| Low (YTD): | 2024-02-15 | 3.3400 |
| 52W High: | 2024-03-28 | 7.3800 |
| 52W Low: | 2024-02-15 | 3.3400 |
| Avg. price 1W: | 3.7580 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.7335 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 4.4722 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 5.0154 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 86.60% | |
| Volatility 6M: | 81.63% | |
| Volatility 1Y: | 87.50% | |
| Volatility 3Y: | - |
