UC WAR. CALL 09/24 AG1/ DE000HD0B7B5 /
| 2024-07-29 9:45:40 PM | Chg.- | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1600EUR | - | 1.1200 Bid Size: 3,000 |
1.2000 Ask Size: 3,000 |
AUTO1 GROUP SE INH ... | 6.00 - | 2024-09-18 | Call |
Master data
| WKN: | HD0B7B |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AUTO1 GROUP SE INH O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 6.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-11-01 |
| Last trading day: | 2024-09-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.82 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.03 |
|---|---|
| Intrinsic value: | 0.75 |
| Implied volatility: | 0.74 |
| Historic volatility: | 0.59 |
| Parity: | 0.75 |
| Time value: | 0.41 |
| Break-even: | 7.16 |
| Moneyness: | 1.13 |
| Premium: | 0.06 |
| Premium p.a.: | 0.53 |
| Spread abs.: | 0.08 |
| Spread %: | 7.41% |
| Delta: | 0.72 |
| Theta: | -0.01 |
| Omega: | 4.19 |
| Rho: | 0.01 |
Quote data
| Open: | 1.1100 |
|---|---|
| High: | 1.2100 |
| Low: | 1.1100 |
| Previous Close: | 1.1400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -22.15% | ||
|---|---|---|---|
| 1 Month | +41.46% | ||
| 3 Months | +251.52% | ||
| YTD | -21.62% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.4900 | 1.1400 |
|---|---|---|
| 1M High / 1M Low: | 1.5500 | 0.7100 |
| 6M High / 6M Low: | 1.9500 | 0.0780 |
| High (YTD): | 2024-05-14 | 1.9500 |
| Low (YTD): | 2024-03-05 | 0.0780 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.2640 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0919 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6886 | |
| Avg. volume 6M: | 30.5039 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 221.65% | |
| Volatility 6M: | 338.74% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
