UC WAR. CALL 01/25 DDN/ DE000HD653Y5 /
09/08/2024 21:40:45 | Chg.-0.0700 | Bid21:59:39 | Ask21:59:39 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.5000EUR | -12.28% | 0.4900 Bid Size: 25,000 |
0.5000 Ask Size: 25,000 |
Darden Restaurants I... | 155.00 - | 15/01/2025 | Call |
Master data
WKN: | HD653Y |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Darden Restaurants Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 155.00 - |
Maturity: | 15/01/2025 |
Issue date: | 05/06/2024 |
Last trading day: | 14/01/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 26.22 |
Leverage: | Yes |
Calculated values
Fair value: | 0.07 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.35 |
Historic volatility: | 0.18 |
Parity: | -2.39 |
Time value: | 0.50 |
Break-even: | 160.00 |
Moneyness: | 0.85 |
Premium: | 0.22 |
Premium p.a.: | 0.58 |
Spread abs.: | 0.01 |
Spread %: | 2.04% |
Delta: | 0.29 |
Theta: | -0.04 |
Omega: | 7.71 |
Rho: | 0.15 |
Quote data
Open: | 0.5200 |
---|---|
High: | 0.5400 |
Low: | 0.5000 |
Previous Close: | 0.5700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -10.71% | ||
---|---|---|---|
1 Month | +21.95% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.5700 | 0.5000 |
---|---|---|
1M High / 1M Low: | 0.7400 | 0.4100 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.5300 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.5418 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 225.97% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |