UC WAR. CALL 12/24 ABEC/ DE000HR7PRQ4 /
| 06/09/2024 21:41:49 | Chg.-0.6100 | Bid21:59:59 | Ask21:59:59 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.2800EUR | -21.11% | 2.2200 Bid Size: 60,000 |
2.2600 Ask Size: 60,000 |
ALPHABET INC.CL C DL... | 150.00 - | 18/12/2024 | Call |
Master data
| WKN: | HR7PRQ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ALPHABET INC.CL C DL-,001 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 150.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 26/05/2021 |
| Last trading day: | 17/12/2024 |
| Ratio: | 5:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 12.14 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.63 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.54 |
| Historic volatility: | 0.25 |
| Parity: | -2.55 |
| Time value: | 2.26 |
| Break-even: | 161.30 |
| Moneyness: | 0.91 |
| Premium: | 0.18 |
| Premium p.a.: | 0.78 |
| Spread abs.: | 0.04 |
| Spread %: | 1.80% |
| Delta: | 0.45 |
| Theta: | -0.08 |
| Omega: | 5.44 |
| Rho: | 0.14 |
Quote data
| Open: | 2.8300 |
|---|---|
| High: | 2.8300 |
| Low: | 2.2800 |
| Previous Close: | 2.8900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -38.38% | ||
|---|---|---|---|
| 1 Month | -45.19% | ||
| 3 Months | -64.32% | ||
| YTD | -19.43% | ||
| 1 Year | -33.91% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.7300 | 2.2800 |
|---|---|---|
| 1M High / 1M Low: | 4.5100 | 2.2800 |
| 6M High / 6M Low: | 8.7300 | 2.0300 |
| High (YTD): | 10/07/2024 | 8.7300 |
| Low (YTD): | 06/03/2024 | 1.6500 |
| 52W High: | 10/07/2024 | 8.7300 |
| 52W Low: | 06/03/2024 | 1.6500 |
| Avg. price 1W: | 2.9380 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.7641 | |
| Avg. volume 1M: | 1.1364 | |
| Avg. price 6M: | 5.2487 | |
| Avg. volume 6M: | 4.9219 | |
| Avg. price 1Y: | 4.0607 | |
| Avg. volume 1Y: | 5.0118 | |
| Volatility 1M: | 138.77% | |
| Volatility 6M: | 130.14% | |
| Volatility 1Y: | 129.22% | |
| Volatility 3Y: | - |
