OverviewChartNewsTraderScreen

UniCredit Call 11.2497 F 18.12.20.../  DE000HC3LDF2  /

EUWAX
2024-05-23  6:59:12 PM Chg.+0.11 Bid8:00:06 PM Ask8:00:06 PM Underlying Strike price Expiration date Option type
1.69EUR +6.96% 1.64
Bid Size: 15,000		 1.76
Ask Size: 15,000		 Ford Motor Company 11.2497 USD 2024-12-18 Call
 

Master data

WKN: HC3LDF
Issuer: UniCredit
Currency: EUR
Underlying: Ford Motor Company
Type: Warrant
Option type: Call
Strike price: 11.25 USD
Maturity: 2024-12-18
Issue date: 2023-01-27
Last trading day: 2024-12-17
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: 1.69
Low: 1.58
Previous Close: 1.58
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.52%
1 Month
  -32.67%
3 Months
  -15.92%
YTD
  -16.34%
1 Year
  -23.87%
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): 2024-04-03 2.95
Low (YTD): 2024-01-18 1.23
52W High: 2023-07-05 4.74
52W Low: 2023-11-13 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:   -