UC WAR. CALL 06/26 ABEC/ DE000HD7XB56 /
| 11/14/2024 5:41:05 PM | Chg.-0.350 | Bid6:11:34 PM | Ask6:11:34 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.960EUR | -6.59% | 4.930 Bid Size: 40,000 |
4.940 Ask Size: 40,000 |
Alphabet C | 140.00 USD | 6/17/2026 | Call |
Master data
| WKN: | HD7XB5 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Alphabet C |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 140.00 USD |
| Maturity: | 6/17/2026 |
| Issue date: | 8/14/2024 |
| Last trading day: | 6/16/2026 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 3.23 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.85 |
|---|---|
| Intrinsic value: | 3.83 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.24 |
| Parity: | 3.83 |
| Time value: | 1.46 |
| Break-even: | 185.40 |
| Moneyness: | 1.29 |
| Premium: | 0.09 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.01 |
| Spread %: | 0.19% |
| Delta: | 0.83 |
| Theta: | -0.02 |
| Omega: | 2.67 |
| Rho: | 1.40 |
Quote data
| Open: | 5.250 |
|---|---|
| High: | 5.300 |
| Low: | 4.960 |
| Previous Close: | 5.310 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.77% | ||
|---|---|---|---|
| 1 Month | +18.94% | ||
| 3 Months | +29.50% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.560 | 5.190 |
|---|---|---|
| 1M High / 1M Low: | 5.560 | 4.030 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 5.342 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 4.560 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 75.62% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
