UniCredit Call 100 E3X1 18.09.2024
/ DE000HD03R55
UniCredit Call 100 E3X1 18.09.202.../ DE000HD03R55 /
| 2024-06-14 7:35:21 PM |
Chg.+0.120 |
Bid9:59:11 PM |
Ask9:59:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.520EUR |
+5.00% |
2.550
Bid Size: 8,000 |
2.560
Ask Size: 8,000 |
EXPEDIA GRP INC. DL-... |
100.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HD03R5 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
EXPEDIA GRP INC. DL-,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-10-23 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.00 |
| Intrinsic value: |
1.64 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.40 |
| Parity: |
1.64 |
| Time value: |
0.92 |
| Break-even: |
125.60 |
| Moneyness: |
1.16 |
| Premium: |
0.08 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.01 |
| Spread %: |
0.39% |
| Delta: |
0.73 |
| Theta: |
-0.08 |
| Omega: |
3.34 |
| Rho: |
0.16 |
Quote data
| Open: |
2.430 |
| High: |
2.520 |
| Low: |
2.320 |
| Previous Close: |
2.400 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.15% |
| 1 Month |
|
|
+56.52% |
| 3 Months |
|
|
-28.61% |
| YTD |
|
|
-52.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.520 |
2.390 |
| 1M High / 1M Low: |
2.520 |
1.380 |
| 6M High / 6M Low: |
5.910 |
1.380 |
| High (YTD): |
2024-02-08 |
5.910 |
| Low (YTD): |
2024-05-30 |
1.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.458 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.820 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.643 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.41% |
| Volatility 6M: |
|
109.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
