UC WAR. CALL 06/26 AEC1/ DE000HD6SSP6 /
| 12/23/2024 9:42:11 PM | Chg.-0.0900 | Bid9:59:52 PM | Ask9:59:52 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.6100EUR | -5.29% | 1.6000 Bid Size: 20,000 |
1.6300 Ask Size: 20,000 |
AMER. EXPRESS DL... | 400.00 - | 6/17/2026 | Call |
Master data
| WKN: | HD6SSP |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AMER. EXPRESS DL -,20 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 400.00 - |
| Maturity: | 6/17/2026 |
| Issue date: | 7/1/2024 |
| Last trading day: | 6/16/2026 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 17.90 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.77 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.23 |
| Parity: | -10.82 |
| Time value: | 1.63 |
| Break-even: | 416.30 |
| Moneyness: | 0.73 |
| Premium: | 0.43 |
| Premium p.a.: | 0.27 |
| Spread abs.: | 0.03 |
| Spread %: | 1.88% |
| Delta: | 0.29 |
| Theta: | -0.04 |
| Omega: | 5.18 |
| Rho: | 1.00 |
Quote data
| Open: | 1.5900 |
|---|---|
| High: | 1.7300 |
| Low: | 1.5900 |
| Previous Close: | 1.7000 |
| Turnover: | 254.3100 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +5.92% | ||
|---|---|---|---|
| 1 Month | -13.90% | ||
| 3 Months | +69.47% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.7000 | 1.5200 |
|---|---|---|
| 1M High / 1M Low: | 1.8900 | 1.3300 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.6100 | |
| Avg. volume 1W: | 115.6667 | |
| Avg. price 1M: | 1.7045 | |
| Avg. volume 1M: | 27.3500 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 124.17% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
