UC WAR. CALL 12/24 NCB/ DE000HD837V0 /
| 2024-11-19 3:41:33 PM | Chg.-0.0500 | Bid5:19:12 PM | Ask5:19:12 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2600EUR | -16.13% | 0.2800 Bid Size: 60,000 |
0.2900 Ask Size: 60,000 |
Bank of America Corp... | 44.00 USD | 2024-12-18 | Call |
Master data
| WKN: | HD837V |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Bank of America Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 44.00 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: | 14.70 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.29 |
|---|---|
| Intrinsic value: | 0.26 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.22 |
| Parity: | 0.26 |
| Time value: | 0.04 |
| Break-even: | 44.53 |
| Moneyness: | 1.06 |
| Premium: | 0.01 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.01 |
| Spread %: | 3.45% |
| Delta: | 0.82 |
| Theta: | -0.02 |
| Omega: | 11.99 |
| Rho: | 0.03 |
Quote data
| Open: | 0.3000 |
|---|---|
| High: | 0.3000 |
| Low: | 0.2600 |
| Previous Close: | 0.3100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +173.68% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3100 | 0.2500 |
|---|---|---|
| 1M High / 1M Low: | 0.3100 | 0.0630 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2760 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1560 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 771.06% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
