UC WAR. CALL 09/24 F3A/ DE000HD787W5 /
| 26/07/2024 21:41:20 | Chg.+0.4200 | Bid21:59:57 | Ask21:59:57 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.2500EUR | +22.95% | 2.2500 Bid Size: 10,000 |
2.2600 Ask Size: 10,000 |
First Solar Inc | 220.00 USD | 18/09/2024 | Call |
Master data
| WKN: | HD787W |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | First Solar Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 220.00 USD |
| Maturity: | 18/09/2024 |
| Issue date: | 22/07/2024 |
| Last trading day: | 17/09/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 9.24 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.81 |
|---|---|
| Intrinsic value: | 0.62 |
| Implied volatility: | 0.60 |
| Historic volatility: | 0.46 |
| Parity: | 0.62 |
| Time value: | 1.64 |
| Break-even: | 225.26 |
| Moneyness: | 1.03 |
| Premium: | 0.08 |
| Premium p.a.: | 0.68 |
| Spread abs.: | 0.01 |
| Spread %: | 0.44% |
| Delta: | 0.61 |
| Theta: | -0.18 |
| Omega: | 5.60 |
| Rho: | 0.15 |
Quote data
| Open: | 1.8200 |
|---|---|
| High: | 2.3800 |
| Low: | 1.8000 |
| Previous Close: | 1.8300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | - | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| 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: | - |
