UC WAR. CALL 08/24 ALV/ DE000HD64ZZ4 /
| 2024-06-28 9:42:09 PM | Chg.-0.0010 | Bid9:59:11 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0170EUR | -5.56% | 0.0120 Bid Size: 15,000 |
- Ask Size: - |
ALLIANZ SE NA O.N. | 295.00 - | 2024-08-14 | Call |
Master data
| WKN: | HD64ZZ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ALLIANZ SE NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 295.00 - |
| Maturity: | 2024-08-14 |
| Issue date: | 2024-06-05 |
| Last trading day: | 2024-08-13 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 1,526.47 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.01 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.18 |
| Historic volatility: | 0.15 |
| Parity: | -3.55 |
| Time value: | 0.02 |
| Break-even: | 295.17 |
| Moneyness: | 0.88 |
| Premium: | 0.14 |
| Premium p.a.: | 1.78 |
| Spread abs.: | 0.01 |
| Spread %: | 41.67% |
| Delta: | 0.03 |
| Theta: | -0.01 |
| Omega: | 42.09 |
| Rho: | 0.01 |
Quote data
| Open: | 0.0160 |
|---|---|
| High: | 0.0260 |
| Low: | 0.0160 |
| Previous Close: | 0.0180 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -48.48% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0220 | 0.0170 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0188 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | - | |
| Avg. volume 1M: | - | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | - | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
