UC WAR. CALL 06/26 AEC1/ DE000HD6SSM3 /
| 15/10/2024 15:42:23 | Chg.+0.0200 | Bid17:30:46 | Ask17:30:46 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.7800EUR | +0.72% | 2.7700 Bid Size: 20,000 |
2.8100 Ask Size: 20,000 |
AMER. EXPRESS DL... | 320.00 - | 17/06/2026 | Call |
Master data
| WKN: | HD6SSM |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AMER. EXPRESS DL -,20 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 320.00 - |
| Maturity: | 17/06/2026 |
| Issue date: | 01/07/2024 |
| Last trading day: | 16/06/2026 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 9.18 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.13 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.34 |
| Historic volatility: | 0.21 |
| Parity: | -6.65 |
| Time value: | 2.76 |
| Break-even: | 347.60 |
| Moneyness: | 0.79 |
| Premium: | 0.37 |
| Premium p.a.: | 0.21 |
| Spread abs.: | 0.04 |
| Spread %: | 1.47% |
| Delta: | 0.43 |
| Theta: | -0.04 |
| Omega: | 3.92 |
| Rho: | 1.35 |
Quote data
| Open: | 2.6200 |
|---|---|
| High: | 2.7800 |
| Low: | 2.6200 |
| Previous Close: | 2.7600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +12.55% | ||
|---|---|---|---|
| 1 Month | +36.27% | ||
| 3 Months | +65.48% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.7600 | 2.4700 |
|---|---|---|
| 1M High / 1M Low: | 2.7600 | 2.0800 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.6120 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.3833 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 94.22% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
