UC WAR. CALL 01/25 ABEC/ DE000HR8WKM2 /
| 06/09/2024 21:40:42 | Chg.-0.5500 | Bid21:59:59 | Ask21:59:59 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.0200EUR | -21.40% | 1.9700 Bid Size: 60,000 |
2.0100 Ask Size: 60,000 |
ALPHABET INC.CL C DL... | 155.00 - | 15/01/2025 | Call |
Master data
| WKN: | HR8WKM |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ALPHABET INC.CL C DL-,001 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 155.00 - |
| Maturity: | 15/01/2025 |
| Issue date: | 27/07/2021 |
| Last trading day: | 14/01/2025 |
| Ratio: | 5:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 13.66 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.57 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.49 |
| Historic volatility: | 0.25 |
| Parity: | -3.55 |
| Time value: | 2.01 |
| Break-even: | 165.05 |
| Moneyness: | 0.89 |
| Premium: | 0.20 |
| Premium p.a.: | 0.68 |
| Spread abs.: | 0.04 |
| Spread %: | 2.03% |
| Delta: | 0.41 |
| Theta: | -0.06 |
| Omega: | 5.59 |
| Rho: | 0.16 |
Quote data
| Open: | 2.5100 |
|---|---|
| High: | 2.5100 |
| Low: | 2.0200 |
| Previous Close: | 2.5700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -38.04% | ||
|---|---|---|---|
| 1 Month | -45.84% | ||
| 3 Months | -65.59% | ||
| YTD | -22.31% | ||
| 1 Year | -37.07% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.3000 | 2.0200 |
|---|---|---|
| 1M High / 1M Low: | 4.0400 | 2.0200 |
| 6M High / 6M Low: | 8.1100 | 1.8700 |
| High (YTD): | 10/07/2024 | 8.1100 |
| Low (YTD): | 06/03/2024 | 1.5200 |
| 52W High: | 10/07/2024 | 8.1100 |
| 52W Low: | 06/03/2024 | 1.5200 |
| Avg. price 1W: | 2.6100 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.3573 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 4.8174 | |
| Avg. volume 6M: | 12.5000 | |
| Avg. price 1Y: | 3.7305 | |
| Avg. volume 1Y: | 7.7333 | |
| Volatility 1M: | 138.67% | |
| Volatility 6M: | 132.33% | |
| Volatility 1Y: | 130.87% | |
| Volatility 3Y: | - |
