UC WAR. CALL 12/24 AB2/ DE000HD23MD5 /
| 2024-08-02 9:46:18 PM | Chg.-0.0600 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3800EUR | -13.64% | 0.2400 Bid Size: 10,000 |
0.5100 Ask Size: 10,000 |
ABN AMRO Bank NV | 17.00 - | 2024-12-18 | Call |
Master data
| WKN: | HD23MD |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ABN AMRO Bank NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 17.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-01-24 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 29.94 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.40 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.25 |
| Parity: | -1.73 |
| Time value: | 0.51 |
| Break-even: | 17.51 |
| Moneyness: | 0.90 |
| Premium: | 0.15 |
| Premium p.a.: | 0.44 |
| Spread abs.: | 0.16 |
| Spread %: | 45.71% |
| Delta: | 0.32 |
| Theta: | 0.00 |
| Omega: | 9.71 |
| Rho: | 0.02 |
Quote data
| Open: | 0.3000 |
|---|---|
| High: | 0.3800 |
| Low: | 0.3000 |
| Previous Close: | 0.4400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -54.22% | ||
|---|---|---|---|
| 1 Month | -40.63% | ||
| 3 Months | -56.32% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8300 | 0.4400 |
|---|---|---|
| 1M High / 1M Low: | 0.8600 | 0.4400 |
| 6M High / 6M Low: | 1.3100 | 0.3100 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7080 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7187 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6951 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 210.55% | |
| Volatility 6M: | 154.44% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
