UC WAR. CALL 06/25 ADB/ DE000HD0QZA0 /
| 2024-07-08 9:40:10 PM | Chg.-0.0200 | Bid2024-07-08 | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1700EUR | -10.53% | 0.1700 Bid Size: 10,000 |
- Ask Size: - |
ADOBE INC. | 1,200.00 - | 2025-06-18 | Call |
Master data
| WKN: | HD0QZA |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ADOBE INC. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 1,200.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-11-16 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 281.17 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.04 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.38 |
| Historic volatility: | 0.31 |
| Parity: | -66.58 |
| Time value: | 0.19 |
| Break-even: | 1,201.90 |
| Moneyness: | 0.45 |
| Premium: | 1.25 |
| Premium p.a.: | 1.36 |
| Spread abs.: | 0.00 |
| Spread %: | 0.00% |
| Delta: | 0.03 |
| Theta: | -0.02 |
| Omega: | 7.94 |
| Rho: | 0.12 |
Quote data
| Open: | 0.1400 |
|---|---|
| High: | 0.1700 |
| Low: | 0.0190 |
| Previous Close: | 0.1900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +6.25% | ||
|---|---|---|---|
| 1 Month | +95.40% | ||
| 3 Months | 0.00% | ||
| YTD | -79.52% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1900 | 0.1500 |
|---|---|---|
| 1M High / 1M Low: | 0.1900 | 0.0310 |
| 6M High / 6M Low: | 1.0000 | 0.0310 |
| High (YTD): | 2024-02-02 | 1.0000 |
| Low (YTD): | 2024-06-13 | 0.0310 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1700 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1254 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3420 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 1,214.48% | |
| Volatility 6M: | 517.02% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
