UC WAR. CALL 08/24 ALV/ DE000HD6F054 /
| 2024-07-31 1:41:50 PM | Chg.- | Bid3:21:47 PM | Ask2024-07-31 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2400EUR | - | 1.2400 Bid Size: 60,000 |
- Ask Size: 60,000 |
ALLIANZ SE NA O.N. | 250.00 - | 2024-08-14 | Call |
Master data
| WKN: | HD6F05 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ALLIANZ SE NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 250.00 - |
| Maturity: | 2024-08-14 |
| Issue date: | 2024-06-19 |
| Last trading day: | 2024-08-01 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 18.61 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.32 |
|---|---|
| Intrinsic value: | 0.13 |
| Implied volatility: | 0.81 |
| Historic volatility: | 0.15 |
| Parity: | 0.13 |
| Time value: | 1.22 |
| Break-even: | 263.50 |
| Moneyness: | 1.01 |
| Premium: | 0.05 |
| Premium p.a.: | 5.84 |
| Spread abs.: | 0.17 |
| Spread %: | 14.41% |
| Delta: | 0.54 |
| Theta: | -0.72 |
| Omega: | 10.13 |
| Rho: | 0.03 |
Quote data
| Open: | 1.4000 |
|---|---|
| High: | 1.4000 |
| Low: | 1.2400 |
| Previous Close: | 1.3300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.77% | ||
|---|---|---|---|
| 1 Month | -11.43% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.3300 | 1.2400 |
|---|---|---|
| 1M High / 1M Low: | 1.8200 | 1.1100 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.2850 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.4200 | |
| Avg. volume 1M: | 61.1111 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 190.25% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
