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UniCredit Call 150 E3X1 15.01.202.../  DE000HC3LD62  /

Frankfurt Zert./HVB
26/09/2024  19:29:08 Chg.+0.090 Bid21:58:49 Ask21:58:49 Underlying Strike price Expiration date Option type
1.080EUR +9.09% 1.120
Bid Size: 12,000		 1.130
Ask Size: 12,000		 EXPEDIA GRP INC. DL-... 150.00 - 15/01/2025 Call
 

Master data

WKN: HC3LD6
Issuer: UniCredit
Currency: EUR
Underlying: EXPEDIA GRP INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 15/01/2025
Issue date: 27/01/2023
Last trading day: 14/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.20
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.38
Parity: -1.93
Time value: 0.99
Break-even: 159.90
Moneyness: 0.87
Premium: 0.22
Premium p.a.: 0.94
Spread abs.: 0.01
Spread %: 1.02%
Delta: 0.40
Theta: -0.08
Omega: 5.30
Rho: 0.13
 

Quote data

Open: 1.000
High: 1.120
Low: 1.000
Previous Close: 0.990
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+20.00%
1 Month  
+21.35%
3 Months  
+89.47%
YTD
  -60.15%
1 Year  
+61.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.080 0.880
1M High / 1M Low: 1.080 0.480
6M High / 6M Low: 1.530 0.140
High (YTD): 08/02/2024 3.060
Low (YTD): 05/08/2024 0.140
52W High: 08/02/2024 3.060
52W Low: 05/08/2024 0.140
Avg. price 1W:   0.974
Avg. volume 1W:   0.000
Avg. price 1M:   0.770
Avg. volume 1M:   0.000
Avg. price 6M:   0.721
Avg. volume 6M:   0.000
Avg. price 1Y:   1.198
Avg. volume 1Y:   0.000
Volatility 1M:   169.10%
Volatility 6M:   331.00%
Volatility 1Y:   266.16%
Volatility 3Y:   -