UC WAR. CALL 12/24 UHR/ DE000HD5CZV5 /
| 8/5/2024 9:45:26 PM | Chg.+0.0600 | Bid9:59:46 PM | Ask9:59:46 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7700EUR | +8.45% | 0.7100 Bid Size: 6,000 |
0.8100 Ask Size: 6,000 |
Swatch Group AG | 190.00 - | 12/18/2024 | Call |
Master data
| WKN: | HD5CZV |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Swatch Group AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 190.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 5/8/2024 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 18.54 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.10 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.27 |
| Parity: | -0.47 |
| Time value: | 1.00 |
| Break-even: | 200.00 |
| Moneyness: | 0.98 |
| Premium: | 0.08 |
| Premium p.a.: | 0.23 |
| Spread abs.: | 0.42 |
| Spread %: | 72.41% |
| Delta: | 0.50 |
| Theta: | -0.05 |
| Omega: | 9.25 |
| Rho: | 0.31 |
Quote data
| Open: | 0.1200 |
|---|---|
| High: | 0.7700 |
| Low: | 0.1200 |
| Previous Close: | 0.7100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.10% | ||
|---|---|---|---|
| 1 Month | -41.67% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9400 | 0.7100 |
|---|---|---|
| 1M High / 1M Low: | 1.3500 | 0.5300 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8340 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9095 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 301.09% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
