UC WAR. CALL 09/24 0PY/ DE000HD6JHF9 /
8/1/2024 11:40:36 AM | Chg.- | Bid1:08:33 PM | Ask11:47:37 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.6900EUR | - | 2.7000 Bid Size: 4,000 |
- Ask Size: 3,000 |
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: | 8/1/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 5.35 |
Leverage: | Yes |
Calculated values
Fair value: | 0.99 |
---|---|
Intrinsic value: | 0.66 |
Implied volatility: | 1.80 |
Historic volatility: | 0.44 |
Parity: | 0.66 |
Time value: | 2.08 |
Break-even: | 167.40 |
Moneyness: | 1.05 |
Premium: | 0.14 |
Premium p.a.: | 10.32 |
Spread abs.: | 0.07 |
Spread %: | 2.62% |
Delta: | 0.63 |
Theta: | -0.59 |
Omega: | 3.35 |
Rho: | 0.04 |
Quote data
Open: | 2.6900 |
---|---|
High: | 2.6900 |
Low: | 2.6900 |
Previous Close: | 2.9600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | -2.89% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | - | - |
---|---|---|
1M High / 1M Low: | 2.9600 | 2.6900 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | - | |
Avg. volume 1W: | - | |
Avg. price 1M: | 2.8000 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 124.26% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |