UC WAR. CALL 06/26 5AP/ DE000HD5AMS3 /
11/10/2024 21:41:58 | Chg.+0.430 | Bid21:58:19 | Ask21:58:19 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
11.460EUR | +3.90% | 11.240 Bid Size: 10,000 |
11.440 Ask Size: 10,000 |
PALO ALTO NETWKS DL-... | 300.00 - | 17/06/2026 | Call |
Master data
WKN: | HD5AMS |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | PALO ALTO NETWKS DL-,0001 |
Type: | Warrant |
Option type: | Call |
Strike price: | 300.00 - |
Maturity: | 17/06/2026 |
Issue date: | 06/05/2024 |
Last trading day: | 16/06/2026 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 2.98 |
Leverage: | Yes |
Calculated values
Fair value: | 9.60 |
---|---|
Intrinsic value: | 4.13 |
Implied volatility: | 0.52 |
Historic volatility: | 0.40 |
Parity: | 4.13 |
Time value: | 7.31 |
Break-even: | 414.40 |
Moneyness: | 1.14 |
Premium: | 0.21 |
Premium p.a.: | 0.12 |
Spread abs.: | 0.20 |
Spread %: | 1.78% |
Delta: | 0.73 |
Theta: | -0.07 |
Omega: | 2.17 |
Rho: | 2.26 |
Quote data
Open: | 10.890 |
---|---|
High: | 11.460 |
Low: | 10.890 |
Previous Close: | 11.030 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +26.91% | ||
---|---|---|---|
1 Month | +22.31% | ||
3 Months | +22.96% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 11.460 | 8.790 |
---|---|---|
1M High / 1M Low: | 11.460 | 8.120 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 10.352 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 9.066 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 77.72% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |