UniCredit Call 350 AEC1 17.06.202.../  DE000HD6SSN1  /

Frankfurt Zert./HVB
23/12/2024  19:33:23 Chg.-0.160 Bid21:59:04 Ask21:59:04 Underlying Strike price Expiration date Option type
2.730EUR -5.54% 2.770
Bid Size: 15,000
2.800
Ask Size: 15,000
AMER. EXPRESS DL... 350.00 - 17/06/2026 Call
 

Master data

WKN: HD6SSN
Issuer: UniCredit
Currency: EUR
Underlying: AMER. EXPRESS DL -,20
Type: Warrant
Option type: Call
Strike price: 350.00 -
Maturity: 17/06/2026
Issue date: 01/07/2024
Last trading day: 16/06/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.29
Leverage: Yes

Calculated values

Fair value: 1.52
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.23
Parity: -6.28
Time value: 2.79
Break-even: 377.90
Moneyness: 0.82
Premium: 0.32
Premium p.a.: 0.20
Spread abs.: 0.03
Spread %: 1.09%
Delta: 0.42
Theta: -0.05
Omega: 4.32
Rho: 1.37
 

Quote data

Open: 2.770
High: 2.800
Low: 2.650
Previous Close: 2.890
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.09%
1 Month
  -3.19%
3 Months  
+77.27%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.890 2.590
1M High / 1M Low: 3.070 2.590
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.748
Avg. volume 1W:   0.000
Avg. price 1M:   2.873
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   87.49%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -