UC WAR. CALL 06/26 5AP/ DE000HD5AMP9 /
2024-08-05 9:41:58 PM | Chg.-0.600 | Bid9:59:42 PM | Ask9:59:42 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
9.190EUR | -6.13% | 9.110 Bid Size: 8,000 |
9.150 Ask Size: 8,000 |
PALO ALTO NETWKS DL-... | 240.00 - | 2026-06-17 | Call |
Master data
WKN: | HD5AMP |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | PALO ALTO NETWKS DL-,0001 |
Type: | Warrant |
Option type: | Call |
Strike price: | 240.00 - |
Maturity: | 2026-06-17 |
Issue date: | 2024-05-06 |
Last trading day: | 2026-06-16 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 2.80 |
Leverage: | Yes |
Calculated values
Fair value: | 8.75 |
---|---|
Intrinsic value: | 4.01 |
Implied volatility: | 0.51 |
Historic volatility: | 0.41 |
Parity: | 4.01 |
Time value: | 6.00 |
Break-even: | 340.10 |
Moneyness: | 1.17 |
Premium: | 0.21 |
Premium p.a.: | 0.11 |
Spread abs.: | 0.17 |
Spread %: | 1.73% |
Delta: | 0.75 |
Theta: | -0.06 |
Omega: | 2.09 |
Rho: | 2.04 |
Quote data
Open: | 7.920 |
---|---|
High: | 9.410 |
Low: | 7.920 |
Previous Close: | 9.790 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -16.53% | ||
---|---|---|---|
1 Month | -30.01% | ||
3 Months | -13.06% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 11.470 | 9.190 |
---|---|---|
1M High / 1M Low: | 12.820 | 9.190 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 10.424 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 11.737 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 67.10% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |