UC WAR. CALL 12/24 ADI1/ DE000HD8N7S7 /
| 2024-10-18 9:47:05 PM | Chg.+0.0300 | Bid9:59:53 PM | Ask9:59:53 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3100EUR | +10.71% | 0.3000 Bid Size: 20,000 |
0.3200 Ask Size: 20,000 |
ADECCO N | 26.00 CHF | 2024-12-18 | Call |
Master data
| WKN: | HD8N7S |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ADECCO N |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 26.00 CHF |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-09-12 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 9.31 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.28 |
|---|---|
| Intrinsic value: | 0.21 |
| Implied volatility: | 0.40 |
| Historic volatility: | 0.30 |
| Parity: | 0.21 |
| Time value: | 0.11 |
| Break-even: | 30.86 |
| Moneyness: | 1.08 |
| Premium: | 0.04 |
| Premium p.a.: | 0.24 |
| Spread abs.: | 0.02 |
| Spread %: | 6.67% |
| Delta: | 0.71 |
| Theta: | -0.02 |
| Omega: | 6.65 |
| Rho: | 0.03 |
Quote data
| Open: | 0.2900 |
|---|---|
| High: | 0.3300 |
| Low: | 0.2900 |
| Previous Close: | 0.2800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.06% | ||
|---|---|---|---|
| 1 Month | -18.42% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3900 | 0.2800 |
|---|---|---|
| 1M High / 1M Low: | 0.4300 | 0.2600 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3220 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3232 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 241.65% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
