UC WAR. CALL 12/24 1U1/ DE000HD7BE59 /
9/6/2024 9:45:11 PM | Chg.-0.0900 | Bid9:59:50 PM | Ask9:59:50 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.9200EUR | -8.91% | 0.8000 Bid Size: 8,000 |
1.3500 Ask Size: 8,000 |
1+1 AG INH O.N. | 17.00 EUR | 12/18/2024 | Call |
Master data
WKN: | HD7BE5 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | 1+1 AG INH O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 17.00 EUR |
Maturity: | 12/18/2024 |
Issue date: | 7/25/2024 |
Last trading day: | 12/17/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 10.30 |
Leverage: | Yes |
Calculated values
Fair value: | 0.13 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.80 |
Historic volatility: | 0.30 |
Parity: | -3.10 |
Time value: | 1.35 |
Break-even: | 18.35 |
Moneyness: | 0.82 |
Premium: | 0.32 |
Premium p.a.: | 1.70 |
Spread abs.: | 0.55 |
Spread %: | 68.75% |
Delta: | 0.40 |
Theta: | -0.01 |
Omega: | 4.15 |
Rho: | 0.01 |
Quote data
Open: | 0.9500 |
---|---|
High: | 0.9500 |
Low: | 0.9200 |
Previous Close: | 1.0100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -17.12% | ||
---|---|---|---|
1 Month | +109.09% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.1800 | 0.9200 |
---|---|---|
1M High / 1M Low: | 1.2100 | 0.3100 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.0460 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.8426 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 293.72% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |