UC WAR. CALL 12/24 AB2/ DE000HD23MD5 /
| 11/15/2024 9:46:31 AM | Chg.-0.0090 | Bid11:44:30 AM | Ask11:44:30 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0540EUR | -14.29% | 0.0580 Bid Size: 50,000 |
0.0850 Ask Size: 50,000 |
ABN AMRO Bank NV | 17.00 - | 12/18/2024 | Call |
Master data
| WKN: | HD23MD |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ABN AMRO Bank NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 17.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 1/24/2024 |
| Last trading day: | 12/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 106.21 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.01 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.41 |
| Historic volatility: | 0.23 |
| Parity: | -2.13 |
| Time value: | 0.14 |
| Break-even: | 17.14 |
| Moneyness: | 0.87 |
| Premium: | 0.15 |
| Premium p.a.: | 3.81 |
| Spread abs.: | 0.13 |
| Spread %: | 1,300.00% |
| Delta: | 0.16 |
| Theta: | -0.01 |
| Omega: | 16.54 |
| Rho: | 0.00 |
Quote data
| Open: | 0.0100 |
|---|---|
| High: | 0.0540 |
| Low: | 0.0100 |
| Previous Close: | 0.0630 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -70.00% | ||
|---|---|---|---|
| 1 Month | -83.13% | ||
| 3 Months | -86.15% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2300 | 0.0630 |
|---|---|---|
| 1M High / 1M Low: | 0.3500 | 0.0630 |
| 6M High / 6M Low: | 0.9100 | 0.0630 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1506 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2306 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5357 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 297.89% | |
| Volatility 6M: | 211.68% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
