UC WAR. CALL 12/24 UHR/ DE000HD5CZV5 /
| 05/07/2024 21:45:08 | Chg.-0.0400 | Bid21:59:06 | Ask21:59:06 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.3200EUR | -2.94% | 1.2500 Bid Size: 4,000 |
1.3600 Ask Size: 4,000 |
Swatch Group AG | 190.00 - | 18/12/2024 | Call |
Master data
| WKN: | HD5CZV |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Swatch Group AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 190.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 08/05/2024 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 14.05 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.54 |
|---|---|
| Intrinsic value: | 0.11 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.26 |
| Parity: | 0.11 |
| Time value: | 1.25 |
| Break-even: | 203.60 |
| Moneyness: | 1.01 |
| Premium: | 0.07 |
| Premium p.a.: | 0.15 |
| Spread abs.: | 0.11 |
| Spread %: | 8.80% |
| Delta: | 0.59 |
| Theta: | -0.04 |
| Omega: | 8.26 |
| Rho: | 0.45 |
Quote data
| Open: | 1.3600 |
|---|---|
| High: | 1.5000 |
| Low: | 1.3200 |
| Previous Close: | 1.3600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +3.13% | ||
|---|---|---|---|
| 1 Month | -12.58% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.3600 | 1.2300 |
|---|---|---|
| 1M High / 1M Low: | 1.7000 | 1.2300 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.2880 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.4510 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 146.72% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
