UC WAR. CALL 12/25 D2G/ DE000HD6SPY4 /
| 07/11/2024 09:45:39 | Chg.+0.0200 | Bid10:09:19 | Ask10:09:19 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8200EUR | +2.50% | 0.7800 Bid Size: 40,000 |
0.7900 Ask Size: 40,000 |
ORSTED A/S ... | 400.00 - | 17/12/2025 | Call |
Master data
| WKN: | HD6SPY |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ORSTED A/S DK 10 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 400.00 - |
| Maturity: | 17/12/2025 |
| Issue date: | 01/07/2024 |
| Last trading day: | 16/12/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.00 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.00 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 1.52 |
| Historic volatility: | 0.39 |
| Parity: | -35.08 |
| Time value: | 0.82 |
| Break-even: | 408.20 |
| Moneyness: | 0.12 |
| Premium: | 7.30 |
| Premium p.a.: | 5.73 |
| Spread abs.: | 0.04 |
| Spread %: | 5.13% |
| Delta: | 0.31 |
| Theta: | -0.03 |
| Omega: | 1.86 |
| Rho: | 0.08 |
Quote data
| Open: | 0.7700 |
|---|---|
| High: | 0.8200 |
| Low: | 0.7700 |
| Previous Close: | 0.8000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -24.07% | ||
|---|---|---|---|
| 1 Month | -44.22% | ||
| 3 Months | -33.87% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2400 | 0.8000 |
|---|---|---|
| 1M High / 1M Low: | 1.5900 | 0.8000 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.0880 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3204 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 131.17% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
