UC WAR. CALL 08/24 ALV/ DE000HD6C1A3 /
| 2024-06-28 9:41:59 PM | Chg.-0.0300 | Bid9:59:10 PM | Ask9:59:10 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9900EUR | -2.94% | 0.9900 Bid Size: 10,000 |
1.0200 Ask Size: 10,000 |
ALLIANZ SE NA O.N. | 255.00 EUR | 2024-08-14 | Call |
Master data
| WKN: | HD6C1A |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ALLIANZ SE NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 255.00 EUR |
| Maturity: | 2024-08-14 |
| Issue date: | 2024-06-18 |
| Last trading day: | 2024-08-13 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 25.44 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.89 |
|---|---|
| Intrinsic value: | 0.45 |
| Implied volatility: | 0.19 |
| Historic volatility: | 0.15 |
| Parity: | 0.45 |
| Time value: | 0.57 |
| Break-even: | 265.20 |
| Moneyness: | 1.02 |
| Premium: | 0.02 |
| Premium p.a.: | 0.19 |
| Spread abs.: | 0.03 |
| Spread %: | 3.03% |
| Delta: | 0.64 |
| Theta: | -0.09 |
| Omega: | 16.27 |
| Rho: | 0.20 |
Quote data
| Open: | 1.0400 |
|---|---|
| High: | 1.1800 |
| Low: | 0.9900 |
| Previous Close: | 1.0200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -11.61% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.1200 | 0.9800 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.0440 | |
| 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: | - |
