UC WAR. CALL 06/26 AEC1/ DE000HD6SSM3 /
| 2024-11-19 7:42:19 PM | Chg.+0.0300 | Bid8:32:55 PM | Ask8:32:55 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.1500EUR | +0.96% | 3.1200 Bid Size: 15,000 |
3.1600 Ask Size: 15,000 |
AMER. EXPRESS DL... | 320.00 - | 2026-06-17 | Call |
Master data
| WKN: | HD6SSM |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AMER. EXPRESS DL -,20 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 320.00 - |
| Maturity: | 2026-06-17 |
| Issue date: | 2024-07-01 |
| Last trading day: | 2026-06-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 8.58 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.70 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.22 |
| Parity: | -5.05 |
| Time value: | 3.14 |
| Break-even: | 351.40 |
| Moneyness: | 0.84 |
| Premium: | 0.30 |
| Premium p.a.: | 0.18 |
| Spread abs.: | 0.04 |
| Spread %: | 1.29% |
| Delta: | 0.46 |
| Theta: | -0.05 |
| Omega: | 3.98 |
| Rho: | 1.47 |
Quote data
| Open: | 3.0000 |
|---|---|
| High: | 3.1500 |
| Low: | 3.0000 |
| Previous Close: | 3.1200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -3.37% | ||
|---|---|---|---|
| 1 Month | +17.10% | ||
| 3 Months | +81.03% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.2900 | 3.1200 |
|---|---|---|
| 1M High / 1M Low: | 3.5500 | 2.3000 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.2340 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.8224 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 152.22% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
