UC WAR. CALL 06/26 AEC1/ DE000HD6SSL5 /
| 19/11/2024 17:41:41 | Chg.+0.0300 | Bid19:17:50 | Ask19:17:50 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.9100EUR | +0.77% | 3.9200 Bid Size: 15,000 |
3.9600 Ask Size: 15,000 |
AMER. EXPRESS DL... | 300.00 - | 17/06/2026 | Call |
Master data
| WKN: | HD6SSL |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AMER. EXPRESS DL -,20 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 300.00 - |
| Maturity: | 17/06/2026 |
| Issue date: | 01/07/2024 |
| Last trading day: | 16/06/2026 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.93 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.31 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.34 |
| Historic volatility: | 0.22 |
| Parity: | -3.05 |
| Time value: | 3.89 |
| Break-even: | 338.90 |
| Moneyness: | 0.90 |
| Premium: | 0.26 |
| Premium p.a.: | 0.16 |
| Spread abs.: | 0.04 |
| Spread %: | 1.04% |
| Delta: | 0.53 |
| Theta: | -0.05 |
| Omega: | 3.67 |
| Rho: | 1.63 |
Quote data
| Open: | 3.7500 |
|---|---|
| High: | 3.9100 |
| Low: | 3.7500 |
| Previous Close: | 3.8800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -3.22% | ||
|---|---|---|---|
| 1 Month | +17.07% | ||
| 3 Months | +76.13% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.0800 | 3.8800 |
|---|---|---|
| 1M High / 1M Low: | 4.3700 | 2.8900 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.0120 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.5086 | |
| Avg. volume 1M: | 190.4762 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 148.49% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
