UC WAR. CALL 10/24 ASME/ DE000HD8T382 /
| 02/10/2024 13:46:22 | Chg.- | Bid15:22:58 | Ask02/10/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7100EUR | - | 0.6400 Bid Size: 40,000 |
- Ask Size: 40,000 |
ASML HOLDING EO -... | 820.00 - | 16/10/2024 | Call |
Master data
| WKN: | HD8T38 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ASML HOLDING EO -,09 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 820.00 - |
| Maturity: | 16/10/2024 |
| Issue date: | 18/09/2024 |
| Last trading day: | 07/10/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 105.21 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.24 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.51 |
| Historic volatility: | 0.36 |
| Parity: | -6.25 |
| Time value: | 0.72 |
| Break-even: | 827.20 |
| Moneyness: | 0.92 |
| Premium: | 0.09 |
| Premium p.a.: | 17.56 |
| Spread abs.: | -0.15 |
| Spread %: | -17.24% |
| Delta: | 0.20 |
| Theta: | -0.87 |
| Omega: | 21.08 |
| Rho: | 0.04 |
Quote data
| Open: | 0.6200 |
|---|---|
| High: | 0.7200 |
| Low: | 0.6200 |
| Previous Close: | 0.7200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -19.32% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7200 | 0.7100 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7167 | |
| 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: | - |
