UC WAR. CALL 01/25 PHM7/ DE000HD6T121 /
| 8/8/2024 9:41:02 PM | Chg.+0.0100 | Bid9:59:54 PM | Ask9:59:54 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6400EUR | +1.59% | 0.6400 Bid Size: 45,000 |
0.6500 Ask Size: 45,000 |
ALTRIA GRP INC. DL... | 44.00 - | 1/15/2025 | Call |
Master data
| WKN: | HD6T12 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ALTRIA GRP INC. DL-,333 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 44.00 - |
| Maturity: | 1/15/2025 |
| Issue date: | 7/1/2024 |
| Last trading day: | 1/14/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 7.38 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.35 |
|---|---|
| Intrinsic value: | 0.18 |
| Implied volatility: | 0.42 |
| Historic volatility: | 0.17 |
| Parity: | 0.18 |
| Time value: | 0.44 |
| Break-even: | 50.20 |
| Moneyness: | 1.04 |
| Premium: | 0.10 |
| Premium p.a.: | 0.23 |
| Spread abs.: | 0.01 |
| Spread %: | 1.64% |
| Delta: | 0.63 |
| Theta: | -0.02 |
| Omega: | 4.67 |
| Rho: | 0.10 |
Quote data
| Open: | 0.5900 |
|---|---|
| High: | 0.6500 |
| Low: | 0.5900 |
| Previous Close: | 0.6300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -5.88% | ||
|---|---|---|---|
| 1 Month | +72.97% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6800 | 0.5500 |
|---|---|---|
| 1M High / 1M Low: | 0.6800 | 0.3700 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6220 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5491 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 160.96% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
