UC WAR. CALL 12/24 ADB/ DE000HC8A2F2 /
| 08/10/2024 19:42:08 | Chg.+0.2500 | Bid20:40:17 | Ask20:40:17 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.9900EUR | +14.37% | 1.9700 Bid Size: 25,000 |
1.9800 Ask Size: 25,000 |
ADOBE INC. | 520.00 - | 18/12/2024 | Call |
Master data
| WKN: | HC8A2F |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ADOBE INC. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 520.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 27/07/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 25.82 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.43 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.53 |
| Historic volatility: | 0.31 |
| Parity: | -7.60 |
| Time value: | 1.72 |
| Break-even: | 537.20 |
| Moneyness: | 0.85 |
| Premium: | 0.21 |
| Premium p.a.: | 1.66 |
| Spread abs.: | 0.01 |
| Spread %: | 0.58% |
| Delta: | 0.30 |
| Theta: | -0.26 |
| Omega: | 7.65 |
| Rho: | 0.22 |
Quote data
| Open: | 1.6700 |
|---|---|
| High: | 2.0400 |
| Low: | 1.6700 |
| Previous Close: | 1.7400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -15.32% | ||
|---|---|---|---|
| 1 Month | -71.57% | ||
| 3 Months | -75.49% | ||
| YTD | -83.79% | ||
| 1 Year | -79.67% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.4700 | 1.7400 |
|---|---|---|
| 1M High / 1M Low: | 8.0500 | 1.7400 |
| 6M High / 6M Low: | 8.4400 | 1.7400 |
| High (YTD): | 02/02/2024 | 15.2700 |
| Low (YTD): | 07/10/2024 | 1.7400 |
| 52W High: | 12/12/2023 | 15.8200 |
| 52W Low: | 07/10/2024 | 1.7400 |
| Avg. price 1W: | 2.2580 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.7929 | |
| Avg. volume 1M: | 17.9048 | |
| Avg. price 6M: | 4.9518 | |
| Avg. volume 6M: | 2.8923 | |
| Avg. price 1Y: | 8.0987 | |
| Avg. volume 1Y: | 2.2000 | |
| Volatility 1M: | 243.51% | |
| Volatility 6M: | 202.61% | |
| Volatility 1Y: | 165.68% | |
| Volatility 3Y: | - |
