UC WAR. CALL 12/24 CAT1/ DE000HD838J3 /
| 2024-11-14 5:40:40 PM | Chg.+0.0600 | Bid7:18:19 PM | Ask7:18:19 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.2100EUR | +1.90% | 3.0200 Bid Size: 8,000 |
3.0400 Ask Size: 8,000 |
Caterpillar Inc | 360.00 USD | 2024-12-18 | Call |
Master data
| WKN: | HD838J |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Caterpillar Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 360.00 USD |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-08-20 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 12.09 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.88 |
|---|---|
| Intrinsic value: | 2.56 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.25 |
| Parity: | 2.56 |
| Time value: | 0.47 |
| Break-even: | 371.02 |
| Moneyness: | 1.08 |
| Premium: | 0.01 |
| Premium p.a.: | 0.15 |
| Spread abs.: | 0.02 |
| Spread %: | 0.66% |
| Delta: | 0.81 |
| Theta: | -0.16 |
| Omega: | 9.77 |
| Rho: | 0.25 |
Quote data
| Open: | 2.9400 |
|---|---|
| High: | 3.2100 |
| Low: | 2.9400 |
| Previous Close: | 3.1500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -33.68% | ||
|---|---|---|---|
| 1 Month | -18.32% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.8400 | 3.1500 |
|---|---|---|
| 1M High / 1M Low: | 5.5700 | 2.5400 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.7820 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.5713 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 340.70% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
