UC WAR. CALL 12/24 LIN/ DE000HD10450 /
27/09/2024 11:41:32 | Chg.- | Bid13:24:49 | Ask27/09/2024 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
5.940EUR | - | 6.000 Bid Size: 2,000 |
- Ask Size: 2,000 |
LINDE PLC EO ... | 420.00 - | 18/12/2024 | Call |
Master data
WKN: | HD1045 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | LINDE PLC EO -,001 |
Type: | Warrant |
Option type: | Call |
Strike price: | 420.00 - |
Maturity: | 18/12/2024 |
Issue date: | 27/11/2023 |
Last trading day: | 27/09/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 7.23 |
Leverage: | Yes |
Calculated values
Fair value: | 2.62 |
---|---|
Intrinsic value: | 2.17 |
Implied volatility: | 0.68 |
Historic volatility: | 0.14 |
Parity: | 2.17 |
Time value: | 3.94 |
Break-even: | 481.10 |
Moneyness: | 1.05 |
Premium: | 0.09 |
Premium p.a.: | 0.64 |
Spread abs.: | 0.27 |
Spread %: | 4.62% |
Delta: | 0.63 |
Theta: | -0.39 |
Omega: | 4.58 |
Rho: | 0.38 |
Quote data
Open: | 5.850 |
---|---|
High: | 5.940 |
Low: | 5.850 |
Previous Close: | 5.980 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | +7.03% | ||
3 Months | +49.62% | ||
YTD | +72.67% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | - | - |
---|---|---|
1M High / 1M Low: | 5.980 | 4.970 |
6M High / 6M Low: | 5.980 | 2.980 |
High (YTD): | 13/03/2024 | 7.410 |
Low (YTD): | 24/01/2024 | 2.720 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | - | |
Avg. volume 1W: | - | |
Avg. price 1M: | 5.537 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 4.205 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 87.88% | |
Volatility 6M: | 97.83% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |