UC WAR. CALL 01/26 ABR/ DE000HD62R12 /
2024-08-16 9:42:05 PM | Chg.+0.2600 | Bid9:55:50 PM | Ask9:55:50 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.4900EUR | +11.66% | 2.5100 Bid Size: 20,000 |
2.5400 Ask Size: 20,000 |
BARRICK GOLD CORP. | 22.00 - | 2026-01-14 | Call |
Master data
WKN: | HD62R1 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | BARRICK GOLD CORP. |
Type: | Warrant |
Option type: | Call |
Strike price: | 22.00 - |
Maturity: | 2026-01-14 |
Issue date: | 2024-06-03 |
Last trading day: | 2026-01-13 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 7.82 |
Leverage: | Yes |
Calculated values
Fair value: | 1.23 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.42 |
Historic volatility: | 0.29 |
Parity: | -4.64 |
Time value: | 2.22 |
Break-even: | 24.22 |
Moneyness: | 0.79 |
Premium: | 0.40 |
Premium p.a.: | 0.27 |
Spread abs.: | 0.03 |
Spread %: | 1.37% |
Delta: | 0.45 |
Theta: | 0.00 |
Omega: | 3.51 |
Rho: | 0.08 |
Quote data
Open: | 2.0900 |
---|---|
High: | 2.4900 |
Low: | 2.0900 |
Previous Close: | 2.2300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +57.59% | ||
---|---|---|---|
1 Month | +9.69% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.2500 | 1.5800 |
---|---|---|
1M High / 1M Low: | 2.2700 | 1.4100 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.0860 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.8896 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 157.35% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |