UC WAR. CALL 12/24 AB2/ DE000HD2XST7 /
| 2024-07-25 11:46:19 AM | Chg.- | Bid1:20:04 PM | Ask2024-07-25 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.2800EUR | - | 3.2600 Bid Size: 20,000 |
- Ask Size: 20,000 |
ABN AMRO Bank NV | 13.00 - | 2024-12-18 | Call |
Master data
| WKN: | HD2XST |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ABN AMRO Bank NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 13.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-02-22 |
| Last trading day: | 2024-07-25 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.61 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.58 |
|---|---|
| Intrinsic value: | 2.27 |
| Implied volatility: | 0.54 |
| Historic volatility: | 0.25 |
| Parity: | 2.27 |
| Time value: | 1.04 |
| Break-even: | 16.31 |
| Moneyness: | 1.17 |
| Premium: | 0.07 |
| Premium p.a.: | 0.19 |
| Spread abs.: | 0.01 |
| Spread %: | 0.30% |
| Delta: | 0.76 |
| Theta: | -0.01 |
| Omega: | 3.49 |
| Rho: | 0.03 |
Quote data
| Open: | 3.3300 |
|---|---|
| High: | 3.3400 |
| Low: | 3.2800 |
| Previous Close: | 3.5000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +13.49% | ||
| 3 Months | +9.33% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 3.5700 | 2.7700 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 3.1444 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 95.42% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
