UC WAR. CALL 01/25 ABEC/ DE000HB953P9 /
| 14/11/2024 15:42:19 | Chg.-0.1800 | Bid16:06:03 | Ask16:06:03 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.8400EUR | -4.48% | 3.7400 Bid Size: 35,000 |
3.7500 Ask Size: 35,000 |
ALPHABET INC.CL C DL... | 140.00 - | 15/01/2025 | 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: | 15/01/2025 |
| Issue date: | 10/08/2022 |
| Last trading day: | 14/01/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.28 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.17 |
|---|---|
| Intrinsic value: | 3.08 |
| Implied volatility: | 0.80 |
| Historic volatility: | 0.24 |
| Parity: | 3.08 |
| Time value: | 0.91 |
| Break-even: | 179.90 |
| Moneyness: | 1.22 |
| Premium: | 0.05 |
| Premium p.a.: | 0.36 |
| Spread abs.: | 0.01 |
| Spread %: | 0.25% |
| Delta: | 0.78 |
| Theta: | -0.14 |
| Omega: | 3.35 |
| Rho: | 0.16 |
Quote data
| Open: | 3.9400 |
|---|---|
| High: | 4.0000 |
| Low: | 3.8400 |
| Previous Close: | 4.0200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -5.19% | ||
|---|---|---|---|
| 1 Month | +39.13% | ||
| 3 Months | +53.60% | ||
| YTD | +97.94% | ||
| 1 Year | +113.33% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.2600 | 3.9000 |
|---|---|---|
| 1M High / 1M Low: | 4.2600 | 2.5800 |
| 6M High / 6M Low: | 5.2800 | 1.5800 |
| High (YTD): | 10/07/2024 | 5.2800 |
| Low (YTD): | 06/03/2024 | 1.2600 |
| 52W High: | 10/07/2024 | 5.2800 |
| 52W Low: | 06/03/2024 | 1.2600 |
| Avg. price 1W: | 4.0560 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.1752 | |
| Avg. volume 1M: | 32.7826 | |
| Avg. price 6M: | 3.4054 | |
| Avg. volume 6M: | 6.0758 | |
| Avg. price 1Y: | 2.8268 | |
| Avg. volume 1Y: | 3.1328 | |
| Volatility 1M: | 124.55% | |
| Volatility 6M: | 98.45% | |
| Volatility 1Y: | 110.36% | |
| Volatility 3Y: | - |
