UniCredit Call 130 E3X1 15.01.2025
/ DE000HD5HZZ5
UniCredit Call 130 E3X1 15.01.202.../ DE000HD5HZZ5 /
2024-09-23 9:18:52 AM |
Chg.-0.02 |
Bid10:30:53 AM |
Ask10:30:53 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.87EUR |
-1.06% |
1.89 Bid Size: 2,000 |
1.93 Ask Size: 2,000 |
EXPEDIA GRP INC. DL-... |
130.00 - |
2025-01-15 |
Call |
Master data
WKN: |
HD5HZZ |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
EXPEDIA GRP INC. DL-,0001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
130.00 - |
Maturity: |
2025-01-15 |
Issue date: |
2024-05-13 |
Last trading day: |
2025-01-14 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.11 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.67 |
Historic volatility: |
0.38 |
Parity: |
-0.09 |
Time value: |
1.94 |
Break-even: |
149.40 |
Moneyness: |
0.99 |
Premium: |
0.16 |
Premium p.a.: |
0.60 |
Spread abs.: |
0.01 |
Spread %: |
0.52% |
Delta: |
0.58 |
Theta: |
-0.09 |
Omega: |
3.85 |
Rho: |
0.17 |
Quote data
Open: |
1.87 |
High: |
1.87 |
Low: |
1.87 |
Previous Close: |
1.89 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+28.97% |
1 Month |
|
|
+11.98% |
3 Months |
|
|
+44.96% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.89 |
1.45 |
1M High / 1M Low: |
1.89 |
1.14 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.67 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.56 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
130.23% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |