UC WAR. CALL 06/26 5AP/ DE000HD5AMU9 /
| 11/15/2024 9:41:30 PM | Chg.-0.590 | Bid9:59:59 PM | Ask9:59:59 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 10.680EUR | -5.24% | 10.510 Bid Size: 8,000 |
10.730 Ask Size: 8,000 |
PALO ALTO NETWKS DL-... | 340.00 - | 6/17/2026 | Call |
Master data
| WKN: | HD5AMU |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | PALO ALTO NETWKS DL-,0001 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 340.00 - |
| Maturity: | 6/17/2026 |
| Issue date: | 5/6/2024 |
| Last trading day: | 6/16/2026 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 3.42 |
| Leverage: | Yes |
Calculated values
| Fair value: | 9.36 |
|---|---|
| Intrinsic value: | 2.76 |
| Implied volatility: | 0.49 |
| Historic volatility: | 0.41 |
| Parity: | 2.76 |
| Time value: | 7.99 |
| Break-even: | 447.50 |
| Moneyness: | 1.08 |
| Premium: | 0.22 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.22 |
| Spread %: | 2.09% |
| Delta: | 0.70 |
| Theta: | -0.08 |
| Omega: | 2.38 |
| Rho: | 2.35 |
Quote data
| Open: | 10.770 |
|---|---|
| High: | 10.770 |
| Low: | 10.680 |
| Previous Close: | 11.270 |
| Turnover: | 364.140 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -0.19% | ||
|---|---|---|---|
| 1 Month | +12.90% | ||
| 3 Months | +48.54% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 11.920 | 10.680 |
|---|---|---|
| 1M High / 1M Low: | 11.920 | 8.430 |
| 6M High / 6M Low: | 11.920 | 5.280 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 11.286 | |
| Avg. volume 1W: | 6.800 | |
| Avg. price 1M: | 9.644 | |
| Avg. volume 1M: | 4.773 | |
| Avg. price 6M: | 7.647 | |
| Avg. volume 6M: | 1.656 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 81.40% | |
| Volatility 6M: | 86.63% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
