UC WAR. CALL 01/25 ABEC/ DE000HB953R5 /
| 10/11/2024 9:40:00 AM | Chg.-0.0400 | Bid11:02:54 AM | Ask11:02:54 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.0800EUR | -1.89% | 2.1000 Bid Size: 20,000 |
2.1100 Ask Size: 20,000 |
ALPHABET INC.CL C DL... | 145.00 - | 1/15/2025 | Call |
Master data
| WKN: | HB953R |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ALPHABET INC.CL C DL-,001 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 145.00 - |
| Maturity: | 1/15/2025 |
| Issue date: | 8/10/2022 |
| Last trading day: | 1/14/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 7.11 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.05 |
|---|---|
| Intrinsic value: | 0.42 |
| Implied volatility: | 0.61 |
| Historic volatility: | 0.25 |
| Parity: | 0.42 |
| Time value: | 1.68 |
| Break-even: | 166.00 |
| Moneyness: | 1.03 |
| Premium: | 0.11 |
| Premium p.a.: | 0.50 |
| Spread abs.: | 0.01 |
| Spread %: | 0.48% |
| Delta: | 0.61 |
| Theta: | -0.10 |
| Omega: | 4.33 |
| Rho: | 0.18 |
Quote data
| Open: | 2.0800 |
|---|---|
| High: | 2.0800 |
| Low: | 2.0800 |
| Previous Close: | 2.1200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -17.46% | ||
|---|---|---|---|
| 1 Month | +44.44% | ||
| 3 Months | -53.26% | ||
| YTD | +21.64% | ||
| 1 Year | -5.02% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.5200 | 2.0600 |
|---|---|---|
| 1M High / 1M Low: | 2.5400 | 1.4400 |
| 6M High / 6M Low: | 4.8600 | 1.2800 |
| High (YTD): | 7/10/2024 | 4.8600 |
| Low (YTD): | 3/6/2024 | 1.0700 |
| 52W High: | 7/10/2024 | 4.8600 |
| 52W Low: | 3/6/2024 | 1.0700 |
| Avg. price 1W: | 2.2480 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.1286 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.0562 | |
| Avg. volume 6M: | 1.9077 | |
| Avg. price 1Y: | 2.4050 | |
| Avg. volume 1Y: | 3.0313 | |
| Volatility 1M: | 98.01% | |
| Volatility 6M: | 116.00% | |
| Volatility 1Y: | 118.87% | |
| Volatility 3Y: | - |
