UC WAR. CALL 12/24 AB2/ DE000HD7WZ34 /
| 11/15/2024 9:01:36 AM | Chg.0.0000 | Bid9:25:55 AM | Ask9:25:55 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7500EUR | 0.00% | 0.7100 Bid Size: 30,000 |
0.7200 Ask Size: 30,000 |
ABN AMRO Bank NV | 14.50 EUR | 12/18/2024 | Call |
Master data
| WKN: | HD7WZ3 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ABN AMRO Bank NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 14.50 EUR |
| Maturity: | 12/18/2024 |
| Issue date: | 8/14/2024 |
| Last trading day: | 12/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 16.81 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.71 |
|---|---|
| Intrinsic value: | 0.47 |
| Implied volatility: | 0.34 |
| Historic volatility: | 0.23 |
| Parity: | 0.47 |
| Time value: | 0.43 |
| Break-even: | 15.39 |
| Moneyness: | 1.03 |
| Premium: | 0.03 |
| Premium p.a.: | 0.35 |
| Spread abs.: | 0.07 |
| Spread %: | 8.54% |
| Delta: | 0.65 |
| Theta: | -0.01 |
| Omega: | 10.94 |
| Rho: | 0.01 |
Quote data
| Open: | 0.7500 |
|---|---|
| High: | 0.7500 |
| Low: | 0.7500 |
| Previous Close: | 0.7500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -35.90% | ||
|---|---|---|---|
| 1 Month | -50.00% | ||
| 3 Months | -48.63% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.4000 | 0.7500 |
|---|---|---|
| 1M High / 1M Low: | 1.5700 | 0.7500 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.0660 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.2635 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 187.33% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
