UC WAR. CALL 12/24 VOL1/ DE000HD1T841 /
| 2024-07-30 1:47:03 PM | Chg.0.0000 | Bid2024-07-30 | Ask2024-07-30 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6200EUR | 0.00% | 0.6100 Bid Size: 6,000 |
0.6500 Ask Size: 6,000 |
Volvo, AB ser. B | 309.2012 SEK | 2024-12-18 | Call |
Master data
| WKN: | HD1T84 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Volvo, AB ser. B |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 309.20 SEK |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-01-11 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1.03 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 33.39 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.49 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.24 |
| Parity: | -3.27 |
| Time value: | 0.72 |
| Break-even: | 27.08 |
| Moneyness: | 0.88 |
| Premium: | 0.17 |
| Premium p.a.: | 0.49 |
| Spread abs.: | 0.22 |
| Spread %: | 44.00% |
| Delta: | 0.29 |
| Theta: | -0.01 |
| Omega: | 9.76 |
| Rho: | 0.02 |
Quote data
| Open: | 0.5200 |
|---|---|
| High: | 0.6200 |
| Low: | 0.5200 |
| Previous Close: | 0.6200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -27.91% | ||
|---|---|---|---|
| 1 Month | -12.68% | ||
| 3 Months | -58.39% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8600 | 0.5500 |
|---|---|---|
| 1M High / 1M Low: | 1.2000 | 0.5300 |
| 6M High / 6M Low: | 2.4400 | 0.4700 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6580 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7195 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.1825 | |
| Avg. volume 6M: | 9.3858 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 363.22% | |
| Volatility 6M: | 187.20% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
