UC WAR. CALL 12/25 ARRD/ DE000HD6S7Y2 /
10/09/2024 19:45:46 | Chg.-0.2800 | Bid21:09:27 | Ask21:09:27 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.7200EUR | -9.33% | 2.7300 Bid Size: 8,000 |
2.7600 Ask Size: 8,000 |
ARCELORMITTAL S.A. N... | 20.00 - | 17/12/2025 | Call |
Master data
WKN: | HD6S7Y |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ARCELORMITTAL S.A. NOUV. |
Type: | Warrant |
Option type: | Call |
Strike price: | 20.00 - |
Maturity: | 17/12/2025 |
Issue date: | 01/07/2024 |
Last trading day: | 16/12/2025 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 7.85 |
Leverage: | Yes |
Calculated values
Fair value: | 5.23 |
---|---|
Intrinsic value: | 3.54 |
Implied volatility: | - |
Historic volatility: | 0.25 |
Parity: | 3.54 |
Time value: | -0.54 |
Break-even: | 23.00 |
Moneyness: | 1.18 |
Premium: | -0.02 |
Premium p.a.: | -0.02 |
Spread abs.: | 0.05 |
Spread %: | 1.69% |
Delta: | - |
Theta: | - |
Omega: | - |
Rho: | - |
Quote data
Open: | 2.7800 |
---|---|
High: | 2.9300 |
Low: | 2.7200 |
Previous Close: | 3.0000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -7.80% | ||
---|---|---|---|
1 Month | -13.65% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.0100 | 2.8900 |
---|---|---|
1M High / 1M Low: | 3.7100 | 2.7800 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.9560 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 3.2329 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 103.85% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |