UC WAR. CALL 12/24 ZEG/ DE000HD21M33 /
| 01/08/2024 09:45:20 | Chg.-0.0400 | Bid11:02:18 | Ask11:02:18 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.5200EUR | -2.56% | 1.5300 Bid Size: 15,000 |
1.5400 Ask Size: 15,000 |
ASTRAZENECA PLC D... | 115.00 - | 18/12/2024 | Call |
Master data
| WKN: | HD21M3 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ASTRAZENECA PLC DL-,25 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 115.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 23/01/2024 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 9.19 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.30 |
|---|---|
| Intrinsic value: | 3.12 |
| Implied volatility: | - |
| Historic volatility: | 0.22 |
| Parity: | 3.12 |
| Time value: | -1.53 |
| Break-even: | 130.90 |
| Moneyness: | 1.27 |
| Premium: | -0.10 |
| Premium p.a.: | -0.25 |
| Spread abs.: | 0.06 |
| Spread %: | 3.92% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 1.5200 |
|---|---|
| High: | 1.5200 |
| Low: | 1.5200 |
| Previous Close: | 1.5600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +16.92% | ||
|---|---|---|---|
| 1 Month | -7.88% | ||
| 3 Months | -3.80% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.5600 | 1.3000 |
|---|---|---|
| 1M High / 1M Low: | 1.6500 | 1.3000 |
| 6M High / 6M Low: | 2.0100 | 0.2900 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.4760 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.4717 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.2017 | |
| Avg. volume 6M: | 7.4803 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 113.07% | |
| Volatility 6M: | 150.20% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
