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: | - |
