UniCredit Call 9 UAA 15.01.2025/  DE000HD4NEC0  /

Frankfurt Zert./HVB
11/8/2024  12:35:31 PM Chg.+1.320 Bid9:58:27 PM Ask11/8/2024 Underlying Strike price Expiration date Option type
2.140EUR +160.98% -
Bid Size: -
-
Ask Size: -
Under Armour Inc 9.00 USD 1/15/2025 Call
 

Master data

WKN: HD4NEC
Issuer: UniCredit
Currency: EUR
Underlying: Under Armour Inc
Type: Warrant
Option type: Call
Strike price: 9.00 USD
Maturity: 1/15/2025
Issue date: 4/15/2024
Last trading day: 11/8/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 4.18
Leverage: Yes

Calculated values

Fair value: 1.28
Intrinsic value: 0.89
Implied volatility: 1.22
Historic volatility: 0.50
Parity: 0.89
Time value: 1.37
Break-even: 10.81
Moneyness: 1.10
Premium: 0.14
Premium p.a.: 1.28
Spread abs.: 1.26
Spread %: 126.00%
Delta: 0.68
Theta: -0.01
Omega: 2.83
Rho: 0.01
 

Quote data

Open: 2.040
High: 2.140
Low: 2.040
Previous Close: 0.820
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+89.38%
3 Months  
+256.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 2.140 0.620
6M High / 6M Low: 2.140 0.010
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.866
Avg. volume 1M:   0.000
Avg. price 6M:   0.483
Avg. volume 6M:   351.181
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   643.60%
Volatility 6M:   2,644.62%
Volatility 1Y:   -
Volatility 3Y:   -