UC WAR. CALL 01/25 PHM7/ DE000HD1KNF6 /
| 2024-09-13 5:41:15 PM | Chg.-0.0100 | Bid2024-09-13 | Ask2024-09-13 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4700EUR | -2.08% | 0.4700 Bid Size: 50,000 |
0.4800 Ask Size: 50,000 |
ALTRIA GRP INC. DL... | 48.00 - | 2025-01-15 | Call |
Master data
| WKN: | HD1KNF |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ALTRIA GRP INC. DL-,333 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 48.00 - |
| Maturity: | 2025-01-15 |
| Issue date: | 2024-01-02 |
| Last trading day: | 2025-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 10.11 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.19 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.42 |
| Historic volatility: | 0.17 |
| Parity: | -0.05 |
| Time value: | 0.47 |
| Break-even: | 52.70 |
| Moneyness: | 0.99 |
| Premium: | 0.11 |
| Premium p.a.: | 0.36 |
| Spread abs.: | 0.01 |
| Spread %: | 2.17% |
| Delta: | 0.55 |
| Theta: | -0.02 |
| Omega: | 5.58 |
| Rho: | 0.07 |
Quote data
| Open: | 0.4600 |
|---|---|
| High: | 0.4700 |
| Low: | 0.4600 |
| Previous Close: | 0.4800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -16.07% | ||
|---|---|---|---|
| 1 Month | +23.68% | ||
| 3 Months | +327.27% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5800 | 0.4800 |
|---|---|---|
| 1M High / 1M Low: | 0.6100 | 0.3700 |
| 6M High / 6M Low: | 0.6100 | 0.0500 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5400 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4826 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2089 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 81.21% | |
| Volatility 6M: | 156.04% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
