UC WAR. CALL 09/24 F3A/ DE000HD787W5 /
| 9/2/2024 11:42:01 AM | Chg.-0.0700 | Bid12:25:34 PM | Ask12:25:34 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1600EUR | -5.69% | 1.1500 Bid Size: 6,000 |
1.3500 Ask Size: 6,000 |
First Solar Inc | 220.00 USD | 9/18/2024 | Call |
Master data
| WKN: | HD787W |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | First Solar Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 220.00 USD |
| Maturity: | 9/18/2024 |
| Issue date: | 7/22/2024 |
| Last trading day: | 9/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 16.08 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.16 |
|---|---|
| Intrinsic value: | 0.67 |
| Implied volatility: | 0.53 |
| Historic volatility: | 0.45 |
| Parity: | 0.67 |
| Time value: | 0.61 |
| Break-even: | 211.99 |
| Moneyness: | 1.03 |
| Premium: | 0.03 |
| Premium p.a.: | 0.95 |
| Spread abs.: | 0.01 |
| Spread %: | 0.79% |
| Delta: | 0.64 |
| Theta: | -0.28 |
| Omega: | 10.36 |
| Rho: | 0.05 |
Quote data
| Open: | 1.1500 |
|---|---|
| High: | 1.1600 |
| Low: | 1.1500 |
| Previous Close: | 1.2300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -37.63% | ||
|---|---|---|---|
| 1 Month | -14.07% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.8600 | 1.1900 |
|---|---|---|
| 1M High / 1M Low: | 1.8900 | 1.0200 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.5240 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3848 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 339.38% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
