UC WAR. CALL 09/24 NCB/ DE000HD0BK90 /
| 7/17/2024 9:41:19 PM | Chg.-0.430 | Bid9:59:30 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 11.010EUR | -3.76% | 11.160 Bid Size: 2,000 |
- Ask Size: - |
BANK AMERICA DL... | 32.00 - | 9/18/2024 | 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: | 9/18/2024 |
| Issue date: | 10/31/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 3.54 |
| Leverage: | Yes |
Calculated values
| Fair value: | 8.68 |
|---|---|
| Intrinsic value: | 8.48 |
| Implied volatility: | 1.04 |
| Historic volatility: | 0.21 |
| Parity: | 8.48 |
| Time value: | 2.96 |
| Break-even: | 43.44 |
| Moneyness: | 1.26 |
| Premium: | 0.07 |
| Premium p.a.: | 0.51 |
| Spread abs.: | 0.07 |
| Spread %: | 0.62% |
| Delta: | 0.78 |
| Theta: | -0.04 |
| Omega: | 2.76 |
| Rho: | 0.03 |
Quote data
| Open: | 11.320 |
|---|---|
| High: | 11.420 |
| Low: | 11.010 |
| Previous Close: | 11.440 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +20.33% | ||
|---|---|---|---|
| 1 Month | +48.99% | ||
| 3 Months | +149.66% | ||
| YTD | +175.25% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 11.440 | 9.150 |
|---|---|---|
| 1M High / 1M Low: | 11.440 | 6.910 |
| 6M High / 6M Low: | 11.440 | 2.530 |
| High (YTD): | 7/16/2024 | 11.440 |
| Low (YTD): | 1/18/2024 | 2.530 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 9.680 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 8.279 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 5.792 | |
| Avg. volume 6M: | .646 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 109.55% | |
| Volatility 6M: | 108.43% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
