UC WAR. CALL 12/24 ARRD/ DE000HD70AA7 /
9/17/2024 7:45:32 PM | Chg.+0.0400 | Bid8:00:16 PM | Ask8:00:16 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1600EUR | +33.33% | 0.1400 Bid Size: 10,000 |
0.1700 Ask Size: 10,000 |
ARCELORMITTAL S.A. N... | 26.00 EUR | 12/18/2024 | Call |
Master data
WKN: | HD70AA |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ARCELORMITTAL S.A. NOUV. |
Type: | Warrant |
Option type: | Call |
Strike price: | 26.00 EUR |
Maturity: | 12/18/2024 |
Issue date: | 7/8/2024 |
Last trading day: | 12/17/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 73.55 |
Leverage: | Yes |
Calculated values
Fair value: | 0.43 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.22 |
Historic volatility: | 0.25 |
Parity: | -2.47 |
Time value: | 0.32 |
Break-even: | 26.32 |
Moneyness: | 0.91 |
Premium: | 0.12 |
Premium p.a.: | 0.56 |
Spread abs.: | 0.21 |
Spread %: | 190.91% |
Delta: | 0.22 |
Theta: | 0.00 |
Omega: | 16.43 |
Rho: | 0.01 |
Quote data
Open: | 0.1100 |
---|---|
High: | 0.1600 |
Low: | 0.1100 |
Previous Close: | 0.1200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +45.45% | ||
---|---|---|---|
1 Month | +33.33% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1300 | 0.1100 |
---|---|---|
1M High / 1M Low: | 0.1900 | 0.1100 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.1200 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1424 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 164.33% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |