UC WAR. CALL 06/25 UHR/ DE000HD6L6X3 /
2024-09-09 9:45:52 PM | Chg.-0.1100 | Bid9:59:26 PM | Ask9:59:26 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.4400EUR | -20.00% | 0.4200 Bid Size: 8,000 |
0.5100 Ask Size: 8,000 |
Swatch Group AG | 200.00 - | 2025-06-18 | Call |
Master data
WKN: | HD6L6X |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Swatch Group AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 200.00 - |
Maturity: | 2025-06-18 |
Issue date: | 2024-06-26 |
Last trading day: | 2025-06-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 20.05 |
Leverage: | Yes |
Calculated values
Fair value: | 0.87 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.26 |
Historic volatility: | 0.26 |
Parity: | -2.56 |
Time value: | 0.87 |
Break-even: | 208.70 |
Moneyness: | 0.87 |
Premium: | 0.20 |
Premium p.a.: | 0.26 |
Spread abs.: | 0.39 |
Spread %: | 81.25% |
Delta: | 0.36 |
Theta: | -0.03 |
Omega: | 7.21 |
Rho: | 0.42 |
Quote data
Open: | 0.4800 |
---|---|
High: | 0.4800 |
Low: | 0.4400 |
Previous Close: | 0.5500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -46.34% | ||
---|---|---|---|
1 Month | -61.74% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.8200 | 0.4400 |
---|---|---|
1M High / 1M Low: | 1.2200 | 0.4400 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.6220 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.9519 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 125.22% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |