UC WAR. CALL 12/24 TN8/ DE000HD5J827 /
16/10/2024 09:40:04 | Chg.-0.1000 | Bid10:12:04 | Ask10:12:04 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.3800EUR | -20.83% | 0.3300 Bid Size: 10,000 |
0.4500 Ask Size: 10,000 |
THERMO FISH.SCIENTIF... | 680.00 - | 18/12/2024 | Call |
Master data
WKN: | HD5J82 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | THERMO FISH.SCIENTIF.DL 1 |
Type: | Warrant |
Option type: | Call |
Strike price: | 680.00 - |
Maturity: | 18/12/2024 |
Issue date: | 13/05/2024 |
Last trading day: | 17/12/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 114.96 |
Leverage: | Yes |
Calculated values
Fair value: | 0.01 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.39 |
Historic volatility: | 0.19 |
Parity: | -12.82 |
Time value: | 0.48 |
Break-even: | 684.80 |
Moneyness: | 0.81 |
Premium: | 0.24 |
Premium p.a.: | 2.49 |
Spread abs.: | 0.03 |
Spread %: | 6.67% |
Delta: | 0.12 |
Theta: | -0.14 |
Omega: | 13.57 |
Rho: | 0.10 |
Quote data
Open: | 0.3500 |
---|---|
High: | 0.3800 |
Low: | 0.3500 |
Previous Close: | 0.4800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -22.45% | ||
---|---|---|---|
1 Month | -59.57% | ||
3 Months | -34.48% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.4900 | 0.4100 |
---|---|---|
1M High / 1M Low: | 0.9500 | 0.4100 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.4620 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.6555 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 317.80% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |