UC WAR. CALL 12/24 AB2/ DE000HD1YJF5 /
| 9/6/2024 9:45:11 PM | Chg.-0.0900 | Bid9:59:16 PM | Ask9:59:16 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6900EUR | -11.54% | 0.5400 Bid Size: 6,000 |
0.8100 Ask Size: 6,000 |
ABN AMRO Bank NV | 16.00 - | 12/18/2024 | Call |
Master data
| WKN: | HD1YJF |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ABN AMRO Bank NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 16.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 1/18/2024 |
| Last trading day: | 12/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 18.85 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.56 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.25 |
| Parity: | -0.74 |
| Time value: | 0.81 |
| Break-even: | 16.81 |
| Moneyness: | 0.95 |
| Premium: | 0.10 |
| Premium p.a.: | 0.41 |
| Spread abs.: | 0.27 |
| Spread %: | 50.00% |
| Delta: | 0.45 |
| Theta: | -0.01 |
| Omega: | 8.47 |
| Rho: | 0.02 |
Quote data
| Open: | 0.7200 |
|---|---|
| High: | 0.7600 |
| Low: | 0.6900 |
| Previous Close: | 0.7800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -17.86% | ||
|---|---|---|---|
| 1 Month | +15.00% | ||
| 3 Months | -44.35% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8400 | 0.6900 |
|---|---|---|
| 1M High / 1M Low: | 0.8400 | 0.6000 |
| 6M High / 6M Low: | 1.8100 | 0.4700 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7560 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7219 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.0142 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 124.76% | |
| Volatility 6M: | 148.34% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
