UC WAR. CALL 09/24 NCB/ DE000HD03LV1 /
| 7/24/2024 11:42:31 AM | Chg.- | Bid1:00:02 PM | Ask7/24/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.2500EUR | - | 4.3100 Bid Size: 3,000 |
- Ask Size: 2,000 |
BANK AMERICA DL... | 38.00 - | 9/18/2024 | Call |
Master data
| WKN: | HD03LV |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BANK AMERICA DL 0,01 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 38.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 10/23/2023 |
| Last trading day: | 7/24/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 8.25 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.19 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 1.23 |
| Historic volatility: | 0.21 |
| Parity: | -2.43 |
| Time value: | 4.31 |
| Break-even: | 42.31 |
| Moneyness: | 0.94 |
| Premium: | 0.19 |
| Premium p.a.: | 5.81 |
| Spread abs.: | 0.01 |
| Spread %: | 0.23% |
| Delta: | 0.51 |
| Theta: | -0.08 |
| Omega: | 4.18 |
| Rho: | 0.01 |
Quote data
| Open: | 4.4000 |
|---|---|
| High: | 4.4000 |
| Low: | 4.2500 |
| Previous Close: | 4.6400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -30.21% | ||
| 3 Months | +59.18% | ||
| YTD | +181.46% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 6.0900 | 4.2500 |
| 6M High / 6M Low: | 6.0900 | 0.9500 |
| High (YTD): | 7/16/2024 | 6.0900 |
| Low (YTD): | 1/18/2024 | 0.7600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 5.0443 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.4819 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 105.21% | |
| Volatility 6M: | 175.09% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
