UC WAR. CALL 06/26 AEC1/ DE000HD6SSM3 /
| 2024-12-23 3:41:59 PM | Chg.-0.1100 | Bid4:30:03 PM | Ask4:30:03 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.8400EUR | -2.78% | 3.7200 Bid Size: 15,000 |
3.7500 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: | 7.42 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.32 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.34 |
| Historic volatility: | 0.23 |
| Parity: | -3.38 |
| Time value: | 3.86 |
| Break-even: | 358.60 |
| Moneyness: | 0.89 |
| Premium: | 0.25 |
| Premium p.a.: | 0.16 |
| Spread abs.: | 0.03 |
| Spread %: | 0.78% |
| Delta: | 0.51 |
| Theta: | -0.05 |
| Omega: | 3.81 |
| Rho: | 1.61 |
Quote data
| Open: | 3.8300 |
|---|---|
| High: | 3.8500 |
| Low: | 3.8300 |
| Previous Close: | 3.9500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -4.24% | ||
|---|---|---|---|
| 1 Month | -1.54% | ||
| 3 Months | +76.15% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.0100 | 3.3100 |
|---|---|---|
| 1M High / 1M Low: | 4.2700 | 3.3100 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.7380 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.9425 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 91.39% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
