UC WAR. CALL 03/25 AOMD/ DE000HD6S5G3 /
| 2024-11-12 9:45:08 PM | Chg.-0.4800 | Bid9:59:06 PM | Ask9:59:06 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.7000EUR | -9.27% | 4.6200 Bid Size: 2,000 |
4.7700 Ask Size: 2,000 |
ALSTOM S.A. INH. ... | 16.00 - | 2025-03-19 | Call |
Master data
| WKN: | HD6S5G |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ALSTOM S.A. INH. EO 7 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 16.00 - |
| Maturity: | 2025-03-19 |
| Issue date: | 2024-07-01 |
| Last trading day: | 2025-03-18 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.93 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.06 |
|---|---|
| Intrinsic value: | 4.57 |
| Implied volatility: | 0.48 |
| Historic volatility: | 0.41 |
| Parity: | 4.57 |
| Time value: | 0.67 |
| Break-even: | 21.24 |
| Moneyness: | 1.29 |
| Premium: | 0.03 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.15 |
| Spread %: | 2.95% |
| Delta: | 0.86 |
| Theta: | -0.01 |
| Omega: | 3.36 |
| Rho: | 0.04 |
Quote data
| Open: | 4.8900 |
|---|---|
| High: | 4.9800 |
| Low: | 4.7000 |
| Previous Close: | 5.1800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -10.13% | ||
|---|---|---|---|
| 1 Month | +4.44% | ||
| 3 Months | +67.86% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.230 | 4.860 |
|---|---|---|
| 1M High / 1M Low: | 5.280 | 4.010 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 5.058 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 4.960 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 119.04% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
