UC WAR. CALL 01/26 PHM7/ DE000HD28VG8 /
| 2024-11-19 9:42:34 PM | Chg.-0.0100 | Bid9:48:29 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.5300EUR | -0.65% | 1.5200 Bid Size: 45,000 |
- Ask Size: - |
ALTRIA GRP INC. DL... | 40.00 - | 2026-01-14 | Call |
Master data
| WKN: | HD28VG |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ALTRIA GRP INC. DL-,333 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 40.00 - |
| Maturity: | 2026-01-14 |
| Issue date: | 2024-01-29 |
| Last trading day: | 2026-01-13 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 3.48 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.47 |
|---|---|
| Intrinsic value: | 1.32 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.18 |
| Parity: | 1.32 |
| Time value: | 0.21 |
| Break-even: | 55.30 |
| Moneyness: | 1.33 |
| Premium: | 0.04 |
| Premium p.a.: | 0.03 |
| Spread abs.: | -0.03 |
| Spread %: | -1.92% |
| Delta: | 0.90 |
| Theta: | -0.01 |
| Omega: | 3.14 |
| Rho: | 0.38 |
Quote data
| Open: | 1.5400 |
|---|---|
| High: | 1.5700 |
| Low: | 1.5300 |
| Previous Close: | 1.5400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +9.29% | ||
|---|---|---|---|
| 1 Month | +62.77% | ||
| 3 Months | +48.54% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.5400 | 1.4000 |
|---|---|---|
| 1M High / 1M Low: | 1.5400 | 0.9000 |
| 6M High / 6M Low: | 1.5400 | 0.5400 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.4800 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.2267 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.9385 | |
| Avg. volume 6M: | 6.8092 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 126.39% | |
| Volatility 6M: | 83.13% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
