UC WAR. CALL 01/25 ABEC/ DE000HB953M6 /
| 10/10/2024 21:40:06 | Chg.+0.0700 | Bid21:59:58 | Ask21:59:58 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.9000EUR | +2.47% | 2.8700 Bid Size: 70,000 |
2.8800 Ask Size: 70,000 |
ALPHABET INC.CL C DL... | 135.00 - | 15/01/2025 | 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: | 15/01/2025 |
| Issue date: | 10/08/2022 |
| Last trading day: | 14/01/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.17 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.72 |
|---|---|
| Intrinsic value: | 1.40 |
| Implied volatility: | 0.70 |
| Historic volatility: | 0.25 |
| Parity: | 1.40 |
| Time value: | 1.48 |
| Break-even: | 163.80 |
| Moneyness: | 1.10 |
| Premium: | 0.10 |
| Premium p.a.: | 0.43 |
| Spread abs.: | 0.01 |
| Spread %: | 0.35% |
| Delta: | 0.68 |
| Theta: | -0.11 |
| Omega: | 3.54 |
| Rho: | 0.19 |
Quote data
| Open: | 2.8300 |
|---|---|
| High: | 2.9300 |
| Low: | 2.8300 |
| Previous Close: | 2.8300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -12.39% | ||
|---|---|---|---|
| 1 Month | +39.42% | ||
| 3 Months | -44.87% | ||
| YTD | +31.82% | ||
| 1 Year | +7.81% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.3100 | 2.8300 |
|---|---|---|
| 1M High / 1M Low: | 3.3300 | 2.0800 |
| 6M High / 6M Low: | 5.7000 | 1.8900 |
| High (YTD): | 10/07/2024 | 5.7000 |
| Low (YTD): | 06/03/2024 | 1.4700 |
| 52W High: | 10/07/2024 | 5.7000 |
| 52W Low: | 06/03/2024 | 1.4700 |
| Avg. price 1W: | 3.0240 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.8768 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.8056 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 3.0289 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 78.45% | |
| Volatility 6M: | 99.95% | |
| Volatility 1Y: | 104.46% | |
| Volatility 3Y: | - |
