UC WAR. CALL 12/24 BMT/ DE000HD950Y5 /
| 2024-10-11 9:46:57 PM | Chg.-0.1800 | Bid9:59:24 PM | Ask9:59:24 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8700EUR | -17.14% | 0.8000 Bid Size: 4,000 |
1.2500 Ask Size: 4,000 |
British American Tob... | 27.50 GBP | 2024-12-18 | Call |
Master data
| WKN: | HD950Y |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | British American Tobacco PLC ORD 25P |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 27.50 GBP |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-09-30 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 29.44 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.00 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.20 |
| Parity: | -0.46 |
| Time value: | 1.10 |
| Break-even: | 33.94 |
| Moneyness: | 0.99 |
| Premium: | 0.05 |
| Premium p.a.: | 0.29 |
| Spread abs.: | 0.11 |
| Spread %: | 11.11% |
| Delta: | 0.49 |
| Theta: | -0.01 |
| Omega: | 14.28 |
| Rho: | 0.03 |
Quote data
| Open: | 0.7800 |
|---|---|
| High: | 0.8800 |
| Low: | 0.7800 |
| Previous Close: | 1.0500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -12.12% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0800 | 0.9900 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.0300 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | - | |
| Avg. volume 1M: | - | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | - | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
