UC WAR. CALL 08/24 ALV/ DE000HD5SK05 /
| 7/10/2024 9:42:05 PM | Chg.+0.0060 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0610EUR | +10.91% | 0.0550 Bid Size: 15,000 |
0.0810 Ask Size: 15,000 |
ALLIANZ SE NA O.N. | 280.00 - | 8/14/2024 | Call |
Master data
| WKN: | HD5SK0 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ALLIANZ SE NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 280.00 - |
| Maturity: | 8/14/2024 |
| Issue date: | 5/22/2024 |
| Last trading day: | 8/13/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 399.85 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.04 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.18 |
| Historic volatility: | 0.15 |
| Parity: | -2.01 |
| Time value: | 0.07 |
| Break-even: | 280.65 |
| Moneyness: | 0.93 |
| Premium: | 0.08 |
| Premium p.a.: | 1.23 |
| Spread abs.: | 0.03 |
| Spread %: | 80.56% |
| Delta: | 0.10 |
| Theta: | -0.04 |
| Omega: | 39.87 |
| Rho: | 0.02 |
Quote data
| Open: | 0.0550 |
|---|---|
| High: | 0.0610 |
| Low: | 0.0530 |
| Previous Close: | 0.0550 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -21.79% | ||
|---|---|---|---|
| 1 Month | -49.17% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0780 | 0.0550 |
|---|---|---|
| 1M High / 1M Low: | 0.1400 | 0.0550 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0668 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0977 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 289.70% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
