UC WAR. CALL 01/26 5ZM/ DE000HD2FEP2 /
30/08/2024 11:40:45 | Chg.-0.0100 | Bid30/08/2024 | Ask30/08/2024 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.8400EUR | -1.18% | 0.8400 Bid Size: 20,000 |
0.8600 Ask Size: 20,000 |
ZOOM VIDEO COMM. A -... | 80.00 - | 14/01/2026 | Call |
Master data
WKN: | HD2FEP |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ZOOM VIDEO COMM. A -,001 |
Type: | Warrant |
Option type: | Call |
Strike price: | 80.00 - |
Maturity: | 14/01/2026 |
Issue date: | 05/02/2024 |
Last trading day: | 13/01/2026 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 7.51 |
Leverage: | Yes |
Calculated values
Fair value: | 0.37 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.43 |
Historic volatility: | 0.27 |
Parity: | -1.69 |
Time value: | 0.84 |
Break-even: | 88.40 |
Moneyness: | 0.79 |
Premium: | 0.40 |
Premium p.a.: | 0.28 |
Spread abs.: | 0.01 |
Spread %: | 1.20% |
Delta: | 0.45 |
Theta: | -0.01 |
Omega: | 3.42 |
Rho: | 0.28 |
Quote data
Open: | 0.8300 |
---|---|
High: | 0.8400 |
Low: | 0.8300 |
Previous Close: | 0.8500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -4.55% | ||
---|---|---|---|
1 Month | +47.37% | ||
3 Months | +33.33% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.9300 | 0.8500 |
---|---|---|
1M High / 1M Low: | 0.9300 | 0.4100 |
6M High / 6M Low: | 1.3000 | 0.4100 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.8880 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.5800 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.7195 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 211.46% | |
Volatility 6M: | 117.44% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |