UC WAR. CALL 12/24 ZEG/ DE000HD21M33 /
| 04/11/2024 09:45:09 | Chg.+0.0200 | Bid10:53:09 | Ask10:53:09 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4100EUR | +5.13% | 0.4300 Bid Size: 35,000 |
0.4400 Ask Size: 35,000 |
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: | 32.02 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.68 |
|---|---|
| Intrinsic value: | 1.63 |
| Implied volatility: | - |
| Historic volatility: | 0.21 |
| Parity: | 1.63 |
| Time value: | -1.22 |
| Break-even: | 119.10 |
| Moneyness: | 1.14 |
| Premium: | -0.09 |
| Premium p.a.: | -0.55 |
| Spread abs.: | 0.04 |
| Spread %: | 10.81% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 0.3700 |
|---|---|
| High: | 0.4100 |
| Low: | 0.3700 |
| Previous Close: | 0.3900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -46.05% | ||
|---|---|---|---|
| 1 Month | -58.16% | ||
| 3 Months | -78.07% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7600 | 0.3900 |
|---|---|---|
| 1M High / 1M Low: | 1.1500 | 0.3900 |
| 6M High / 6M Low: | 2.5000 | 0.3900 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5500 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8676 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.5500 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 164.21% | |
| Volatility 6M: | 123.33% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
