UC WAR. CALL 09/24 UNP/ DE000HD835C4 /
04/09/2024 21:42:28 | Chg.+0.0200 | Bid21:59:48 | Ask21:59:48 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.0800EUR | +1.89% | 1.1200 Bid Size: 10,000 |
1.1300 Ask Size: 10,000 |
Union Pacific Corp | 245.00 USD | 18/09/2024 | Call |
Master data
WKN: | HD835C |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Union Pacific Corp |
Type: | Warrant |
Option type: | Call |
Strike price: | 245.00 USD |
Maturity: | 18/09/2024 |
Issue date: | 20/08/2024 |
Last trading day: | 17/09/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 21.19 |
Leverage: | Yes |
Calculated values
Fair value: | 0.98 |
---|---|
Intrinsic value: | 0.92 |
Implied volatility: | 0.26 |
Historic volatility: | 0.15 |
Parity: | 0.92 |
Time value: | 0.17 |
Break-even: | 232.65 |
Moneyness: | 1.04 |
Premium: | 0.01 |
Premium p.a.: | 0.21 |
Spread abs.: | 0.01 |
Spread %: | 0.93% |
Delta: | 0.80 |
Theta: | -0.14 |
Omega: | 16.97 |
Rho: | 0.07 |
Quote data
Open: | 0.9500 |
---|---|
High: | 1.2900 |
Low: | 0.9300 |
Previous Close: | 1.0600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +20.00% | ||
---|---|---|---|
1 Month | - | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.2000 | 0.9000 |
---|---|---|
1M High / 1M Low: | - | - |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.0580 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | - | |
Avg. volume 1M: | - | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | - | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |