UC WAR. CALL 09/24 NCB/ DE000HD0BK90 /
16/08/2024 21:42:00 | Chg.+0.180 | Bid21:59:45 | Ask16/08/2024 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
6.800EUR | +2.72% | 6.780 Bid Size: 4,000 |
- Ask Size: 3,000 |
BANK AMERICA DL... | 32.00 - | 18/09/2024 | Call |
Master data
WKN: | HD0BK9 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | BANK AMERICA DL 0,01 |
Type: | Warrant |
Option type: | Call |
Strike price: | 32.00 - |
Maturity: | 18/09/2024 |
Issue date: | 31/10/2023 |
Last trading day: | 17/09/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 5.42 |
Leverage: | Yes |
Calculated values
Fair value: | 3.71 |
---|---|
Intrinsic value: | 3.57 |
Implied volatility: | 1.11 |
Historic volatility: | 0.21 |
Parity: | 3.57 |
Time value: | 2.99 |
Break-even: | 38.56 |
Moneyness: | 1.11 |
Premium: | 0.08 |
Premium p.a.: | 1.44 |
Spread abs.: | 0.01 |
Spread %: | 0.15% |
Delta: | 0.69 |
Theta: | -0.07 |
Omega: | 3.74 |
Rho: | 0.02 |
Quote data
Open: | 6.630 |
---|---|
High: | 6.800 |
Low: | 6.540 |
Previous Close: | 6.620 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +13.90% | ||
---|---|---|---|
1 Month | -38.24% | ||
3 Months | -4.63% | ||
YTD | +70.00% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 6.800 | 5.840 |
---|---|---|
1M High / 1M Low: | 11.010 | 4.750 |
6M High / 6M Low: | 11.440 | 3.390 |
High (YTD): | 16/07/2024 | 11.440 |
Low (YTD): | 18/01/2024 | 2.530 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 6.342 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 7.640 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 6.577 | |
Avg. volume 6M: | .646 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 123.31% | |
Volatility 6M: | 103.35% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |