UC WAR. CALL 06/26 AEC1/ DE000HD6SSM3 /
| 12/27/2024 9:40:14 PM | Chg.0.0000 | Bid9:59:16 PM | Ask9:59:16 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.8000EUR | 0.00% | 3.8300 Bid Size: 15,000 |
3.8600 Ask Size: 15,000 |
AMER. EXPRESS DL... | 320.00 - | 6/17/2026 | Call |
Master data
| WKN: | HD6SSM |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AMER. EXPRESS DL -,20 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 320.00 - |
| Maturity: | 6/17/2026 |
| Issue date: | 7/1/2024 |
| Last trading day: | 6/16/2026 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 7.48 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.42 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.23 |
| Parity: | -3.12 |
| Time value: | 3.86 |
| Break-even: | 358.60 |
| Moneyness: | 0.90 |
| Premium: | 0.24 |
| Premium p.a.: | 0.16 |
| Spread abs.: | 0.03 |
| Spread %: | 0.78% |
| Delta: | 0.52 |
| Theta: | -0.05 |
| Omega: | 3.88 |
| Rho: | 1.63 |
Quote data
| Open: | 3.9000 |
|---|---|
| High: | 3.9500 |
| Low: | 3.8000 |
| Previous Close: | 3.8000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -3.80% | ||
|---|---|---|---|
| 1 Month | -11.01% | ||
| 3 Months | +59.66% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.8000 | 3.8000 |
|---|---|---|
| 1M High / 1M Low: | 4.2700 | 3.3100 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.8000 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.8926 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 85.23% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
