UC WAR. CALL 01/25 ABEC/ DE000HB953M6 /
2024-09-06 9:40:26 PM | Chg.-0.4100 | Bid9:59:59 PM | Ask9:59:59 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.1600EUR | -15.95% | 2.1300 Bid Size: 90,000 |
2.1500 Ask Size: 90,000 |
ALPHABET INC.CL C DL... | 135.00 - | 2025-01-15 | Call |
Master data
WKN: | HB953M |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ALPHABET INC.CL C DL-,001 |
Type: | Warrant |
Option type: | Call |
Strike price: | 135.00 - |
Maturity: | 2025-01-15 |
Issue date: | 2022-08-10 |
Last trading day: | 2025-01-14 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 5.32 |
Leverage: | Yes |
Calculated values
Fair value: | 1.01 |
---|---|
Intrinsic value: | 0.22 |
Implied volatility: | 0.74 |
Historic volatility: | 0.25 |
Parity: | 0.22 |
Time value: | 2.36 |
Break-even: | 160.80 |
Moneyness: | 1.02 |
Premium: | 0.17 |
Premium p.a.: | 0.56 |
Spread abs.: | 0.01 |
Spread %: | 0.39% |
Delta: | 0.61 |
Theta: | -0.10 |
Omega: | 3.26 |
Rho: | 0.21 |
Quote data
Open: | 2.5300 |
---|---|
High: | 2.5300 |
Low: | 2.1600 |
Previous Close: | 2.5700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -29.18% | ||
---|---|---|---|
1 Month | -33.33% | ||
3 Months | -51.46% | ||
YTD | -1.82% | ||
1 Year | -12.20% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.0700 | 2.1600 |
---|---|---|
1M High / 1M Low: | 3.4800 | 2.1600 |
6M High / 6M Low: | 5.7000 | 1.7100 |
High (YTD): | 2024-07-10 | 5.7000 |
Low (YTD): | 2024-03-06 | 1.4700 |
52W High: | 2024-07-10 | 5.7000 |
52W Low: | 2024-03-06 | 1.4700 |
Avg. price 1W: | 2.5880 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 3.0555 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 3.7770 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 2.9885 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 101.46% | |
Volatility 6M: | 102.48% | |
Volatility 1Y: | 104.11% | |
Volatility 3Y: | - |