UC WAR. CALL 03/25 ADB/ DE000HD403F4 /
| 08/10/2024 21:40:58 | Chg.+0.3900 | Bid21:59:57 | Ask21:59:57 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.3000EUR | +9.97% | 4.2900 Bid Size: 15,000 |
4.3000 Ask Size: 15,000 |
ADOBE INC. | 500.00 - | 19/03/2025 | Call |
Master data
| WKN: | HD403F |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ADOBE INC. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 500.00 - |
| Maturity: | 19/03/2025 |
| Issue date: | 21/03/2024 |
| Last trading day: | 18/03/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 11.39 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.86 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.49 |
| Historic volatility: | 0.31 |
| Parity: | -5.60 |
| Time value: | 3.90 |
| Break-even: | 539.00 |
| Moneyness: | 0.89 |
| Premium: | 0.21 |
| Premium p.a.: | 0.55 |
| Spread abs.: | 0.01 |
| Spread %: | 0.26% |
| Delta: | 0.44 |
| Theta: | -0.19 |
| Omega: | 4.97 |
| Rho: | 0.69 |
Quote data
| Open: | 3.8600 |
|---|---|
| High: | 4.3900 |
| Low: | 3.8600 |
| Previous Close: | 3.9100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -8.90% | ||
|---|---|---|---|
| 1 Month | -54.97% | ||
| 3 Months | -59.70% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.9000 | 3.9100 |
|---|---|---|
| 1M High / 1M Low: | 10.6700 | 3.9100 |
| 6M High / 6M Low: | 11.0000 | 3.5800 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.5920 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 6.2557 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 7.1763 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 172.90% | |
| Volatility 6M: | 154.34% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
