UC WAR. CALL 12/25 AEC1/ DE000HD3BJE2 /
| 2024-11-19 3:42:21 PM | Chg.-0.1100 | Bid4:48:04 PM | Ask4:48:04 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5800EUR | -15.94% | 0.6700 Bid Size: 20,000 |
0.7200 Ask Size: 20,000 |
AMER. EXPRESS DL... | 400.00 - | 2025-12-17 | Call |
Master data
| WKN: | HD3BJE |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AMER. EXPRESS DL -,20 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 400.00 - |
| Maturity: | 2025-12-17 |
| Issue date: | 2024-03-04 |
| Last trading day: | 2025-12-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 37.96 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.18 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.22 |
| Parity: | -13.05 |
| Time value: | 0.71 |
| Break-even: | 407.10 |
| Moneyness: | 0.67 |
| Premium: | 0.51 |
| Premium p.a.: | 0.47 |
| Spread abs.: | 0.05 |
| Spread %: | 7.58% |
| Delta: | 0.17 |
| Theta: | -0.03 |
| Omega: | 6.57 |
| Rho: | 0.43 |
Quote data
| Open: | 0.5200 |
|---|---|
| High: | 0.5800 |
| Low: | 0.5200 |
| Previous Close: | 0.6900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -22.67% | ||
|---|---|---|---|
| 1 Month | -6.45% | ||
| 3 Months | +52.63% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7500 | 0.6900 |
|---|---|---|
| 1M High / 1M Low: | 0.8400 | 0.4500 |
| 6M High / 6M Low: | 0.8400 | 0.2200 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7240 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6014 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4341 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 231.93% | |
| Volatility 6M: | 165.46% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
