UC INLINE.WAR. 11/24 ADB/ DE000HD5U9Y5 /
| 2024-09-06 9:46:35 PM | Chg.+0.3000 | Bid9:59:58 PM | Ask9:59:58 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.3000EUR | +7.50% | 4.3400 Bid Size: 4,000 |
4.4200 Ask Size: 4,000 |
ADOBE INC. | - - | 2024-11-13 | Call |
Master data
| Issuer: | UniCredit |
|---|---|
| WKN: | HD5U9Y |
| Currency: | EUR |
| Underlying: | ADOBE INC. |
| Type: | Knock-out |
| Option type: | Call |
| Strike price: | - - |
| Maturity: | 2024-11-13 |
| Issue date: | 2024-05-23 |
| Last trading day: | 2024-11-12 |
| Ratio: | 1:1 |
| Exercise type: | European |
| Quanto: | Yes |
| Gearing: | 127.47 |
| Knock-out: | 600.00 |
| Knock-out violated on: | - |
| Distance to knock-out: | -40.45 |
| Distance to knock-out %: | -7.23% |
| Distance to strike price: | - |
| Distance to strike price %: | - |
Calculated values
| Fair value: | - |
|---|---|
| Implied volatility: | - |
| Historic volatility: | - |
| Parity: | - |
| Time value: | - |
| Break-even: | - |
| Moneyness: | - |
| Premium: | - |
| Premium p.a.: | - |
| Spread abs.: | 0.08 |
| Spread %: | 1.84% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 4.1300 |
|---|---|
| High: | 4.6000 |
| Low: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +12.86% | ||
|---|---|---|---|
| 1 Month | -36.30% | ||
| 3 Months | -48.44% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.3000 | 3.1100 |
|---|---|---|
| 1M High / 1M Low: | 6.7500 | 3.1100 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.7680 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.8530 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 181.56% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
