UC WAR. CALL 01/25 PHM7/ DE000HD1R0H8 /
| 2024-07-24 11:40:16 AM | Chg.- | Bid1:00:07 PM | Ask2024-07-24 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7100EUR | - | 0.6900 Bid Size: 25,000 |
- Ask Size: 20,000 |
ALTRIA GRP INC. DL... | 42.00 - | 2025-01-15 | Call |
Master data
| WKN: | HD1R0H |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ALTRIA GRP INC. DL-,333 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 42.00 - |
| Maturity: | 2025-01-15 |
| Issue date: | 2024-01-08 |
| Last trading day: | 2024-07-24 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.45 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.49 |
|---|---|
| Intrinsic value: | 0.38 |
| Implied volatility: | 0.40 |
| Historic volatility: | 0.17 |
| Parity: | 0.38 |
| Time value: | 0.33 |
| Break-even: | 49.10 |
| Moneyness: | 1.09 |
| Premium: | 0.07 |
| Premium p.a.: | 0.17 |
| Spread abs.: | -0.01 |
| Spread %: | -1.39% |
| Delta: | 0.70 |
| Theta: | -0.02 |
| Omega: | 4.50 |
| Rho: | 0.11 |
Quote data
| Open: | 0.7200 |
|---|---|
| High: | 0.7200 |
| Low: | 0.7100 |
| Previous Close: | 0.7200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +54.35% | ||
| 3 Months | +121.88% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 0.7300 | 0.4600 |
| 6M High / 6M Low: | 0.7300 | 0.1100 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 0.6238 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3424 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 98.75% | |
| Volatility 6M: | 145.55% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
