UC WAR. CALL 12/24 AB2/ DE000HD3ZSF9 /
10/11/2024 7:45:26 PM | Chg.-0.0100 | Bid8:00:03 PM | Ask8:00:03 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1300EUR | -7.14% | 0.1000 Bid Size: 10,000 |
0.1900 Ask Size: 10,000 |
ABN AMRO Bank NV | 19.00 - | 12/18/2024 | Call |
Master data
WKN: | HD3ZSF |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ABN AMRO Bank NV |
Type: | Warrant |
Option type: | Call |
Strike price: | 19.00 - |
Maturity: | 12/18/2024 |
Issue date: | 3/21/2024 |
Last trading day: | 12/17/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 71.93 |
Leverage: | Yes |
Calculated values
Fair value: | 0.03 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.39 |
Historic volatility: | 0.24 |
Parity: | -3.18 |
Time value: | 0.22 |
Break-even: | 19.22 |
Moneyness: | 0.83 |
Premium: | 0.21 |
Premium p.a.: | 1.84 |
Spread abs.: | 0.14 |
Spread %: | 175.00% |
Delta: | 0.17 |
Theta: | -0.01 |
Omega: | 12.02 |
Rho: | 0.00 |
Quote data
Open: | 0.0100 |
---|---|
High: | 0.1300 |
Low: | 0.0100 |
Previous Close: | 0.1400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -7.14% | ||
---|---|---|---|
1 Month | 0.00% | ||
3 Months | -56.67% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1400 | 0.1200 |
---|---|---|
1M High / 1M Low: | 0.2600 | 0.1200 |
6M High / 6M Low: | 0.6600 | 0.0460 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.1320 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1814 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.2693 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 254.30% | |
Volatility 6M: | 333.84% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |