UC WAR. CALL 01/25 76J/ DE000HD8K2L6 /
| 12/23/2024 3:40:04 PM | Chg.+0.0200 | Bid5:26:50 PM | Ask5:26:50 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3600EUR | +5.88% | 0.4500 Bid Size: 15,000 |
0.4600 Ask Size: 15,000 |
Global Foundries Inc | 40.00 USD | 1/15/2025 | Call |
Master data
| WKN: | HD8K2L |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Global Foundries Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 40.00 USD |
| Maturity: | 1/15/2025 |
| Issue date: | 9/9/2024 |
| Last trading day: | 1/14/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 12.32 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.23 |
|---|---|
| Intrinsic value: | 0.11 |
| Implied volatility: | 0.67 |
| Historic volatility: | 0.43 |
| Parity: | 0.11 |
| Time value: | 0.21 |
| Break-even: | 41.54 |
| Moneyness: | 1.03 |
| Premium: | 0.05 |
| Premium p.a.: | 1.30 |
| Spread abs.: | 0.01 |
| Spread %: | 3.23% |
| Delta: | 0.60 |
| Theta: | -0.06 |
| Omega: | 7.42 |
| Rho: | 0.01 |
Quote data
| Open: | 0.3000 |
|---|---|
| High: | 0.3600 |
| Low: | 0.3000 |
| Previous Close: | 0.3400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -25.00% | ||
|---|---|---|---|
| 1 Month | -21.74% | ||
| 3 Months | -2.70% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4800 | 0.3100 |
|---|---|---|
| 1M High / 1M Low: | 0.6200 | 0.3100 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3980 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4960 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 172.68% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
