UC WAR. CALL 06/26 AEC1/ DE000HD6SSK7 /
| 19/11/2024 17:40:43 | Chg.+0.040 | Bid19:19:13 | Ask19:19:13 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 6.410EUR | +0.63% | 6.410 Bid Size: 12,000 |
6.450 Ask Size: 12,000 |
AMER. EXPRESS DL... | 250.00 - | 17/06/2026 | Call |
Master data
| WKN: | HD6SSK |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AMER. EXPRESS DL -,20 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 250.00 - |
| Maturity: | 17/06/2026 |
| Issue date: | 01/07/2024 |
| Last trading day: | 16/06/2026 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.22 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.63 |
|---|---|
| Intrinsic value: | 1.95 |
| Implied volatility: | 0.37 |
| Historic volatility: | 0.22 |
| Parity: | 1.95 |
| Time value: | 4.44 |
| Break-even: | 313.90 |
| Moneyness: | 1.08 |
| Premium: | 0.16 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.04 |
| Spread %: | 0.63% |
| Delta: | 0.69 |
| Theta: | -0.05 |
| Omega: | 2.91 |
| Rho: | 1.93 |
Quote data
| Open: | 6.260 |
|---|---|
| High: | 6.410 |
| Low: | 6.260 |
| Previous Close: | 6.370 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.73% | ||
|---|---|---|---|
| 1 Month | +15.70% | ||
| 3 Months | +59.45% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.650 | 6.370 |
|---|---|---|
| 1M High / 1M Low: | 6.990 | 5.020 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 6.554 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.855 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 113.45% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
