UC WAR. CALL 12/24 FOO/ DE000HD4LLF2 /
8/1/2024 9:41:46 PM | Chg.-0.1900 | Bid9:53:12 PM | Ask9:53:12 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.0400EUR | -15.45% | - Bid Size: 15,000 |
- Ask Size: 15,000 |
SALESFORCE INC. DL... | 290.00 - | 12/18/2024 | Call |
Master data
WKN: | HD4LLF |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | SALESFORCE INC. DL-,001 |
Type: | Warrant |
Option type: | Call |
Strike price: | 290.00 - |
Maturity: | 12/18/2024 |
Issue date: | 4/12/2024 |
Last trading day: | 12/17/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 19.60 |
Leverage: | Yes |
Calculated values
Fair value: | 0.45 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.47 |
Historic volatility: | 0.31 |
Parity: | -5.09 |
Time value: | 1.22 |
Break-even: | 302.20 |
Moneyness: | 0.82 |
Premium: | 0.26 |
Premium p.a.: | 0.85 |
Spread abs.: | 0.01 |
Spread %: | 0.83% |
Delta: | 0.32 |
Theta: | -0.09 |
Omega: | 6.20 |
Rho: | 0.24 |
Quote data
Open: | 1.1900 |
---|---|
High: | 1.2900 |
Low: | 1.0100 |
Previous Close: | 1.2300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -23.53% | ||
---|---|---|---|
1 Month | -9.57% | ||
3 Months | -54.78% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.3600 | 1.0400 |
---|---|---|
1M High / 1M Low: | 1.3600 | 0.8500 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.2080 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.0987 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 192.62% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |