UC WAR. CALL 03/25 AOMD/ DE000HD43DK7 /
| 2024-09-20 9:46:08 PM | Chg.-0.0400 | Bid9:59:01 PM | Ask9:59:01 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1900EUR | -3.25% | 1.0900 Bid Size: 4,000 |
1.2300 Ask Size: 4,000 |
ALSTOM S.A. INH. ... | 20.7487 EUR | 2025-03-19 | Call |
Master data
| WKN: | HD43DK |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ALSTOM S.A. INH. EO 7 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 20.75 EUR |
| Maturity: | 2025-03-19 |
| Issue date: | 2024-03-25 |
| Last trading day: | 2025-03-18 |
| Ratio: | 1:1.06 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 15.21 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.88 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.43 |
| Historic volatility: | 0.56 |
| Parity: | -3.29 |
| Time value: | 1.23 |
| Break-even: | 21.91 |
| Moneyness: | 0.85 |
| Premium: | 0.24 |
| Premium p.a.: | 0.55 |
| Spread abs.: | 0.14 |
| Spread %: | 12.84% |
| Delta: | 0.37 |
| Theta: | -0.01 |
| Omega: | 5.64 |
| Rho: | 0.03 |
Quote data
| Open: | 1.1600 |
|---|---|
| High: | 1.3000 |
| Low: | 1.1600 |
| Previous Close: | 1.2300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +16.67% | ||
|---|---|---|---|
| 1 Month | -3.25% | ||
| 3 Months | +52.56% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2300 | 1.0000 |
|---|---|---|
| 1M High / 1M Low: | 1.4900 | 0.7100 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1060 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1670 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 196.33% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
