UC WAR. CALL 09/24 0PY/ DE000HD6JHF9 /
| 7/25/2024 3:40:53 PM | Chg.+0.0300 | Bid4:17:38 PM | Ask4:17:38 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.3400EUR | +1.30% | 2.5400 Bid Size: 8,000 |
2.5600 Ask Size: 8,000 |
Paycom Software Inc | 140.00 - | 9/18/2024 | Call |
Master data
| WKN: | HD6JHF |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Paycom Software Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 140.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 6/24/2024 |
| Last trading day: | 9/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.47 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.45 |
|---|---|
| Intrinsic value: | 0.63 |
| Implied volatility: | 0.86 |
| Historic volatility: | 0.48 |
| Parity: | 0.63 |
| Time value: | 1.63 |
| Break-even: | 162.60 |
| Moneyness: | 1.05 |
| Premium: | 0.11 |
| Premium p.a.: | 1.01 |
| Spread abs.: | 0.02 |
| Spread %: | 0.89% |
| Delta: | 0.62 |
| Theta: | -0.17 |
| Omega: | 4.04 |
| Rho: | 0.10 |
Quote data
| Open: | 2.3100 |
|---|---|
| High: | 2.3400 |
| Low: | 2.2800 |
| Previous Close: | 2.3100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +20.00% | ||
|---|---|---|---|
| 1 Month | +70.80% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.7500 | 1.9500 |
|---|---|---|
| 1M High / 1M Low: | 2.7500 | 1.1400 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.2980 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.6718 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 196.08% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
