UC WAR. CALL 06/26 DB1/ DE000HD6LRX7 /
15/10/2024 21:41:24 | Chg.+0.0600 | Bid21:59:44 | Ask21:59:44 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.1500EUR | +5.50% | 1.0800 Bid Size: 10,000 |
1.2100 Ask Size: 10,000 |
DEUTSCHE BOERSE NA O... | 250.00 - | 17/06/2026 | Call |
Master data
WKN: | HD6LRX |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | DEUTSCHE BOERSE NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 250.00 - |
Maturity: | 17/06/2026 |
Issue date: | 26/06/2024 |
Last trading day: | 16/06/2026 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 18.01 |
Leverage: | Yes |
Calculated values
Fair value: | 0.84 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.18 |
Historic volatility: | 0.15 |
Parity: | -3.57 |
Time value: | 1.19 |
Break-even: | 261.90 |
Moneyness: | 0.86 |
Premium: | 0.22 |
Premium p.a.: | 0.13 |
Spread abs.: | 0.13 |
Spread %: | 12.26% |
Delta: | 0.38 |
Theta: | -0.02 |
Omega: | 6.87 |
Rho: | 1.17 |
Quote data
Open: | 0.9700 |
---|---|
High: | 1.1700 |
Low: | 0.9700 |
Previous Close: | 1.0900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +11.65% | ||
---|---|---|---|
1 Month | +22.34% | ||
3 Months | +79.69% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.0900 | 1.0100 |
---|---|---|
1M High / 1M Low: | 1.0900 | 0.8000 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.0420 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.9605 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 83.96% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |