UC WAR. CALL 06/26 AEC1/ DE000HD6SSK7 /
| 27/12/2024 21:41:11 | Chg.+0.040 | Bid21:59:51 | Ask21:59:51 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 7.460EUR | +0.54% | 7.520 Bid Size: 10,000 |
7.550 Ask Size: 10,000 |
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: | 3.83 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.96 |
|---|---|
| Intrinsic value: | 3.88 |
| Implied volatility: | 0.37 |
| Historic volatility: | 0.23 |
| Parity: | 3.88 |
| Time value: | 3.65 |
| Break-even: | 325.30 |
| Moneyness: | 1.16 |
| Premium: | 0.13 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.03 |
| Spread %: | 0.40% |
| Delta: | 0.74 |
| Theta: | -0.05 |
| Omega: | 2.83 |
| Rho: | 2.03 |
Quote data
| Open: | 7.630 |
|---|---|
| High: | 7.680 |
| Low: | 7.460 |
| Previous Close: | 7.420 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -1.32% | ||
|---|---|---|---|
| 1 Month | -7.21% | ||
| 3 Months | +49.50% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 7.460 | 7.420 |
|---|---|---|
| 1M High / 1M Low: | 8.040 | 6.680 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 7.440 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 7.523 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 61.50% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
