UC WAR. CALL 11/24 ASME/ DE000HD8M5L7 /
| 04/10/2024 21:49:08 | Chg.+0.380 | Bid21:59:59 | Ask21:59:59 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 12.160EUR | +3.23% | 12.080 Bid Size: 1,000 |
12.530 Ask Size: 1,000 |
ASML HOLDING EO -... | 650.00 EUR | 13/11/2024 | Call |
Master data
| WKN: | HD8M5L |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ASML HOLDING EO -,09 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 650.00 EUR |
| Maturity: | 13/11/2024 |
| Issue date: | 11/09/2024 |
| Last trading day: | 12/11/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.05 |
| Leverage: | Yes |
Calculated values
| Fair value: | 11.32 |
|---|---|
| Intrinsic value: | 10.75 |
| Implied volatility: | 0.58 |
| Historic volatility: | 0.36 |
| Parity: | 10.75 |
| Time value: | 1.78 |
| Break-even: | 775.30 |
| Moneyness: | 1.17 |
| Premium: | 0.02 |
| Premium p.a.: | 0.24 |
| Spread abs.: | 0.45 |
| Spread %: | 3.73% |
| Delta: | 0.82 |
| Theta: | -0.53 |
| Omega: | 4.96 |
| Rho: | 0.53 |
Quote data
| Open: | 11.710 |
|---|---|
| High: | 12.390 |
| Low: | 11.470 |
| Previous Close: | 11.780 |
| Turnover: | 498.560 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +2.18% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 12.160 | 10.850 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 11.596 | |
| Avg. volume 1W: | 8.200 | |
| 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: | - |
