UC WAR. CALL 06/26 AEC1/ DE000HD785Y5 /
| 2024-11-19 7:40:24 PM | Chg.+0.0100 | Bid2024-11-19 | Ask2024-11-19 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8100EUR | +1.25% | 0.8000 Bid Size: 20,000 |
0.8400 Ask Size: 20,000 |
American Express Com... | 450.00 USD | 2026-06-17 | Call |
Master data
| WKN: | HD785Y |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | American Express Company |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 450.00 USD |
| Maturity: | 2026-06-17 |
| Issue date: | 2024-07-22 |
| Last trading day: | 2026-06-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 32.47 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.28 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.22 |
| Parity: | -15.52 |
| Time value: | 0.83 |
| Break-even: | 433.04 |
| Moneyness: | 0.63 |
| Premium: | 0.61 |
| Premium p.a.: | 0.35 |
| Spread abs.: | 0.04 |
| Spread %: | 5.06% |
| Delta: | 0.18 |
| Theta: | -0.03 |
| Omega: | 5.85 |
| Rho: | 0.63 |
Quote data
| Open: | 0.6800 |
|---|---|
| High: | 0.8100 |
| Low: | 0.6800 |
| Previous Close: | 0.8000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -7.95% | ||
|---|---|---|---|
| 1 Month | +8.00% | ||
| 3 Months | +80.00% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8800 | 0.8000 |
|---|---|---|
| 1M High / 1M Low: | 0.9700 | 0.6100 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8540 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7462 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 187.48% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
