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: | - |
