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UniCredit Call 11.2497 F 18.12.20.../  DE000HC3LDF2  /

EUWAX
5/23/2024  1:23:47 PM Chg.+0.04 Bid4:37:26 PM Ask4:37:26 PM Underlying Strike price Expiration date Option type
1.62EUR +2.53% 1.65
Bid Size: 15,000		 1.77
Ask Size: 15,000		 Ford Motor Company 11.2497 USD 12/18/2024 Call
 

Master data

WKN: HC3LDF
Issuer: UniCredit
Currency: EUR
Underlying: Ford Motor Company
Type: Warrant
Option type: Call
Strike price: 11.25 USD
Maturity: 12/18/2024
Issue date: 1/27/2023
Last trading day: 12/17/2024
Ratio: 1:1.07
Exercise type: American
Quanto: No
Gearing: 4.65
Leverage: Yes

Calculated values

Fair value: 1.62
Intrinsic value: 0.77
Implied volatility: 0.59
Historic volatility: 0.30
Parity: 0.77
Time value: 1.78
Break-even: 12.78
Moneyness: 1.07
Premium: 0.15
Premium p.a.: 0.28
Spread abs.: 0.95
Spread %: 59.38%
Delta: 0.66
Theta: 0.00
Omega: 3.08
Rho: 0.03
 

Quote data

Open: 1.58
High: 1.62
Low: 1.58
Previous Close: 1.58
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.18%
1 Month
  -35.46%
3 Months
  -19.40%
YTD
  -19.80%
1 Year
  -27.03%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.91 1.58
1M High / 1M Low: 2.51 1.58
6M High / 6M Low: 2.95 0.97
High (YTD): 4/3/2024 2.95
Low (YTD): 1/18/2024 1.23
52W High: 7/5/2023 4.74
52W Low: 11/13/2023 0.87
Avg. price 1W:   1.73
Avg. volume 1W:   0.00
Avg. price 1M:   1.94
Avg. volume 1M:   0.00
Avg. price 6M:   1.89
Avg. volume 6M:   93.11
Avg. price 1Y:   2.24
Avg. volume 1Y:   45.10
Volatility 1M:   90.79%
Volatility 6M:   132.52%
Volatility 1Y:   127.16%
Volatility 3Y:   -