UC WAR. CALL 01/25 ABEC/ DE000HB953P9 /
2024-09-06 9:40:25 PM | Chg.-0.3800 | Bid9:57:40 PM | Ask9:57:40 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.8300EUR | -17.19% | 1.7900 Bid Size: 100,000 |
1.8100 Ask Size: 100,000 |
ALPHABET INC.CL C DL... | 140.00 - | 2025-01-15 | Call |
Master data
WKN: | HB953P |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ALPHABET INC.CL C DL-,001 |
Type: | Warrant |
Option type: | Call |
Strike price: | 140.00 - |
Maturity: | 2025-01-15 |
Issue date: | 2022-08-10 |
Last trading day: | 2025-01-14 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 7.58 |
Leverage: | Yes |
Calculated values
Fair value: | 0.76 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.57 |
Historic volatility: | 0.25 |
Parity: | -0.28 |
Time value: | 1.81 |
Break-even: | 158.10 |
Moneyness: | 0.98 |
Premium: | 0.15 |
Premium p.a.: | 0.49 |
Spread abs.: | 0.02 |
Spread %: | 1.12% |
Delta: | 0.56 |
Theta: | -0.08 |
Omega: | 4.24 |
Rho: | 0.21 |
Quote data
Open: | 2.1700 |
---|---|
High: | 2.1700 |
Low: | 1.8300 |
Previous Close: | 2.2100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -31.20% | ||
---|---|---|---|
1 Month | -36.46% | ||
3 Months | -54.81% | ||
YTD | -5.67% | ||
1 Year | -17.57% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.6900 | 1.8300 |
---|---|---|
1M High / 1M Low: | 3.0900 | 1.8300 |
6M High / 6M Low: | 5.2800 | 1.4800 |
High (YTD): | 2024-07-10 | 5.2800 |
Low (YTD): | 2024-03-06 | 1.2600 |
52W High: | 2024-07-10 | 5.2800 |
52W Low: | 2024-03-06 | 1.2600 |
Avg. price 1W: | 2.2320 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.6818 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 3.4095 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 2.6805 | |
Avg. volume 1Y: | 3.4314 | |
Volatility 1M: | 109.84% | |
Volatility 6M: | 109.71% | |
Volatility 1Y: | 110.40% | |
Volatility 3Y: | - |