UC WAR. CALL 01/26 ABEC/ DE000HD4PD65 /
| 2024-12-23 8:02:36 AM | Chg.0.0000 | Bid2024-12-23 | Ask2024-12-23 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3400EUR | 0.00% | 0.3400 Bid Size: 10,000 |
0.3600 Ask Size: 10,000 |
ALPHABET INC.CL C DL... | 320.00 - | 2026-01-14 | Call |
Master data
| WKN: | HD4PD6 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ALPHABET INC.CL C DL-,001 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 320.00 - |
| Maturity: | 2026-01-14 |
| Issue date: | 2024-04-16 |
| Last trading day: | 2026-01-13 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 54.42 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.06 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.36 |
| Historic volatility: | 0.26 |
| Parity: | -13.50 |
| Time value: | 0.34 |
| Break-even: | 323.40 |
| Moneyness: | 0.58 |
| Premium: | 0.75 |
| Premium p.a.: | 0.69 |
| Spread abs.: | 0.01 |
| Spread %: | 3.03% |
| Delta: | 0.12 |
| Theta: | -0.02 |
| Omega: | 6.34 |
| Rho: | 0.19 |
Quote data
| Open: | 0.3400 |
|---|---|
| High: | 0.3400 |
| Low: | 0.3400 |
| Previous Close: | 0.3400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -12.82% | ||
|---|---|---|---|
| 1 Month | +240.00% | ||
| 3 Months | +265.59% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3900 | 0.3000 |
|---|---|---|
| 1M High / 1M Low: | 0.3900 | 0.1100 |
| 6M High / 6M Low: | 0.4500 | 0.0610 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3480 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2085 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1814 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 297.05% | |
| Volatility 6M: | 196.26% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
