UC WAR. CALL 12/24 VOL1/ DE000HD23MQ7 /
| 11/11/2024 21:45:42 | Chg.-0.0900 | Bid21:59:58 | Ask21:59:58 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.6700EUR | -5.11% | 1.5500 Bid Size: 2,000 |
1.7800 Ask Size: 2,000 |
Volvo, AB ser. B | 270.5511 SEK | 18/12/2024 | Call |
Master data
| WKN: | HD23MQ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Volvo, AB ser. B |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 270.55 SEK |
| Maturity: | 18/12/2024 |
| Issue date: | 24/01/2024 |
| Last trading day: | 17/12/2024 |
| Ratio: | 1:1.03 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 13.81 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.70 |
|---|---|
| Intrinsic value: | 1.33 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.26 |
| Parity: | 1.33 |
| Time value: | 0.51 |
| Break-even: | 25.04 |
| Moneyness: | 1.06 |
| Premium: | 0.02 |
| Premium p.a.: | 0.21 |
| Spread abs.: | 0.23 |
| Spread %: | 14.29% |
| Delta: | 0.73 |
| Theta: | -0.01 |
| Omega: | 10.13 |
| Rho: | 0.02 |
Quote data
| Open: | 1.5200 |
|---|---|
| High: | 1.7200 |
| Low: | 1.5200 |
| Previous Close: | 1.7600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +22.79% | ||
|---|---|---|---|
| 1 Month | +40.34% | ||
| 3 Months | +49.11% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.2200 | 1.3600 |
|---|---|---|
| 1M High / 1M Low: | 2.2200 | 1.0400 |
| 6M High / 6M Low: | 3.1600 | 0.7300 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.6920 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3576 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.7470 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 265.11% | |
| Volatility 6M: | 181.25% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
