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: | - |
