UC WAR. CALL 01/25 ABEC/ DE000HB953P9 /
| 10/10/2024 9:41:16 PM | Chg.+0.0700 | Bid9:59:58 PM | Ask9:59:58 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.5000EUR | +2.88% | 2.4700 Bid Size: 70,000 |
2.4800 Ask Size: 70,000 |
ALPHABET INC.CL C DL... | 140.00 - | 1/15/2025 | 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: | 1/15/2025 |
| Issue date: | 8/10/2022 |
| Last trading day: | 1/14/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.01 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.36 |
|---|---|
| Intrinsic value: | 0.90 |
| Implied volatility: | 0.65 |
| Historic volatility: | 0.25 |
| Parity: | 0.90 |
| Time value: | 1.58 |
| Break-even: | 164.80 |
| Moneyness: | 1.06 |
| Premium: | 0.11 |
| Premium p.a.: | 0.46 |
| Spread abs.: | 0.01 |
| Spread %: | 0.40% |
| Delta: | 0.65 |
| Theta: | -0.10 |
| Omega: | 3.89 |
| Rho: | 0.19 |
Quote data
| Open: | 2.4300 |
|---|---|
| High: | 2.5300 |
| Low: | 2.4300 |
| Previous Close: | 2.4300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -13.79% | ||
|---|---|---|---|
| 1 Month | +43.68% | ||
| 3 Months | -48.45% | ||
| YTD | +28.87% | ||
| 1 Year | +2.88% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.9000 | 2.4300 |
|---|---|---|
| 1M High / 1M Low: | 2.9300 | 1.7400 |
| 6M High / 6M Low: | 5.2800 | 1.5800 |
| High (YTD): | 7/10/2024 | 5.2800 |
| Low (YTD): | 3/6/2024 | 1.2600 |
| 52W High: | 7/10/2024 | 5.2800 |
| 52W Low: | 3/6/2024 | 1.2600 |
| Avg. price 1W: | 2.6280 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.4923 | |
| Avg. volume 1M: | 2.1818 | |
| Avg. price 6M: | 3.4230 | |
| Avg. volume 6M: | .3692 | |
| Avg. price 1Y: | 2.7077 | |
| Avg. volume 1Y: | 1.4805 | |
| Volatility 1M: | 88.22% | |
| Volatility 6M: | 107.29% | |
| Volatility 1Y: | 111.08% | |
| Volatility 3Y: | - |
