UC WAR. CALL 06/26 AEC1/ DE000HD6SSK7 /
7/12/2024 11:40:52 AM | Chg.0.0000 | Bid12:00:27 PM | Ask12:00:27 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.4800EUR | 0.00% | 3.4700 Bid Size: 8,000 |
3.6000 Ask Size: 8,000 |
AMER. EXPRESS DL... | 250.00 - | 6/17/2026 | Call |
Master data
WKN: | HD6SSK |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | AMER. EXPRESS DL -,20 |
Type: | Warrant |
Option type: | Call |
Strike price: | 250.00 - |
Maturity: | 6/17/2026 |
Issue date: | 7/1/2024 |
Last trading day: | 6/16/2026 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 6.26 |
Leverage: | Yes |
Calculated values
Fair value: | 1.75 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.33 |
Historic volatility: | 0.19 |
Parity: | -3.04 |
Time value: | 3.51 |
Break-even: | 285.10 |
Moneyness: | 0.88 |
Premium: | 0.30 |
Premium p.a.: | 0.14 |
Spread abs.: | 0.03 |
Spread %: | 0.86% |
Delta: | 0.54 |
Theta: | -0.04 |
Omega: | 3.38 |
Rho: | 1.62 |
Quote data
Open: | 3.4800 |
---|---|
High: | 3.4800 |
Low: | 3.4800 |
Previous Close: | 3.4800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +4.82% | ||
---|---|---|---|
1 Month | - | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.4800 | 3.2900 |
---|---|---|
1M High / 1M Low: | - | - |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 3.4000 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | - | |
Avg. volume 1M: | - | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | - | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |