UC WAR. CALL 03/25 AOMD/ DE000HD4MWP6 /
| 2024-11-12 9:46:15 PM | Chg.-0.0500 | Bid9:59:04 PM | Ask9:59:04 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4200EUR | -10.64% | 0.3200 Bid Size: 10,000 |
0.4800 Ask Size: 10,000 |
ALSTOM S.A. INH. ... | 26.4074 EUR | 2025-03-19 | Call |
Master data
| WKN: | HD4MWP |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ALSTOM S.A. INH. EO 7 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 26.41 EUR |
| Maturity: | 2025-03-19 |
| Issue date: | 2024-04-15 |
| Last trading day: | 2025-03-18 |
| Ratio: | 1:1.06 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 38.26 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.51 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.43 |
| Historic volatility: | 0.41 |
| Parity: | -6.19 |
| Time value: | 0.57 |
| Break-even: | 26.94 |
| Moneyness: | 0.78 |
| Premium: | 0.31 |
| Premium p.a.: | 1.17 |
| Spread abs.: | 0.16 |
| Spread %: | 39.02% |
| Delta: | 0.21 |
| Theta: | -0.01 |
| Omega: | 7.89 |
| Rho: | 0.01 |
Quote data
| Open: | 0.3600 |
|---|---|
| High: | 0.4500 |
| Low: | 0.3600 |
| Previous Close: | 0.4700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -17.65% | ||
|---|---|---|---|
| 1 Month | -12.50% | ||
| 3 Months | +27.27% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5100 | 0.4100 |
|---|---|---|
| 1M High / 1M Low: | 0.6300 | 0.4100 |
| 6M High / 6M Low: | 0.8500 | 0.0100 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4620 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5043 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4043 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 163.73% | |
| Volatility 6M: | 3,760.79% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
