UC WAR. CALL 06/25 AB2/ DE000HD6L7A9 /
| 11/14/2024 3:45:11 PM | Chg.-0.0100 | Bid4:17:40 PM | Ask4:17:40 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1500EUR | -6.25% | 0.1500 Bid Size: 50,000 |
0.1800 Ask Size: 50,000 |
ABN AMRO Bank NV | 20.00 - | 6/18/2025 | Call |
Master data
| WKN: | HD6L7A |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ABN AMRO Bank NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 20.00 - |
| Maturity: | 6/18/2025 |
| Issue date: | 6/26/2024 |
| Last trading day: | 6/17/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 65.07 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.07 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.23 |
| Parity: | -5.04 |
| Time value: | 0.23 |
| Break-even: | 20.23 |
| Moneyness: | 0.75 |
| Premium: | 0.35 |
| Premium p.a.: | 0.66 |
| Spread abs.: | 0.13 |
| Spread %: | 130.00% |
| Delta: | 0.14 |
| Theta: | 0.00 |
| Omega: | 9.34 |
| Rho: | 0.01 |
Quote data
| Open: | 0.0900 |
|---|---|
| High: | 0.1500 |
| Low: | 0.0900 |
| Previous Close: | 0.1600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -31.82% | ||
|---|---|---|---|
| 1 Month | -58.33% | ||
| 3 Months | -53.13% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2300 | 0.1600 |
|---|---|---|
| 1M High / 1M Low: | 0.3600 | 0.1600 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2040 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2491 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 160.73% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
