UC WAR. CALL 06/26 CIS/ DE000HD6SV19 /
8/30/2024 9:40:34 PM | Chg.-0.0100 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1200EUR | -7.69% | 0.1300 Bid Size: 100,000 |
0.1400 Ask Size: 100,000 |
CISCO SYSTEMS DL-... | 70.00 - | 6/17/2026 | Call |
Master data
WKN: | HD6SV1 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | CISCO SYSTEMS DL-,001 |
Type: | Warrant |
Option type: | Call |
Strike price: | 70.00 - |
Maturity: | 6/17/2026 |
Issue date: | 7/1/2024 |
Last trading day: | 6/16/2026 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 34.98 |
Leverage: | Yes |
Calculated values
Fair value: | 0.04 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.25 |
Historic volatility: | 0.18 |
Parity: | -2.45 |
Time value: | 0.13 |
Break-even: | 71.30 |
Moneyness: | 0.65 |
Premium: | 0.57 |
Premium p.a.: | 0.28 |
Spread abs.: | 0.01 |
Spread %: | 8.33% |
Delta: | 0.18 |
Theta: | 0.00 |
Omega: | 6.31 |
Rho: | 0.12 |
Quote data
Open: | 0.1100 |
---|---|
High: | 0.1200 |
Low: | 0.1100 |
Previous Close: | 0.1300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -7.69% | ||
---|---|---|---|
1 Month | +9.09% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1300 | 0.1200 |
---|---|---|
1M High / 1M Low: | 0.1300 | 0.0740 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.1260 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1040 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 154.67% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |