UC WAR. CALL 06/26 AEC1/ DE000HD6SSP6 /
| 12/07/2024 09:41:45 | Chg.0.0000 | Bid10:25:37 | Ask10:25:37 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6500EUR | 0.00% | 0.6000 Bid Size: 10,000 |
0.7500 Ask Size: 10,000 |
AMER. EXPRESS DL... | 400.00 - | 17/06/2026 | Call |
Master data
| WKN: | HD6SSP |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AMER. EXPRESS DL -,20 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 400.00 - |
| Maturity: | 17/06/2026 |
| Issue date: | 01/07/2024 |
| Last trading day: | 16/06/2026 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 32.77 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.06 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.19 |
| Parity: | -18.04 |
| Time value: | 0.67 |
| Break-even: | 406.70 |
| Moneyness: | 0.55 |
| Premium: | 0.85 |
| Premium p.a.: | 0.38 |
| Spread abs.: | 0.03 |
| Spread %: | 4.69% |
| Delta: | 0.16 |
| Theta: | -0.02 |
| Omega: | 5.23 |
| Rho: | 0.55 |
Quote data
| Open: | 0.6500 |
|---|---|
| High: | 0.6500 |
| Low: | 0.6500 |
| Previous Close: | 0.6500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +3.17% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6500 | 0.6200 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6400 | |
| 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: | - |
