UC WAR. CALL 06/24 AB2/ DE000HD35VX8 /
| 2024-05-29 11:46:34 AM | Chg.-0.1000 | Bid12:07:01 PM | Ask2024-05-29 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1600EUR | -7.94% | 1.1400 Bid Size: 25,000 |
- Ask Size: 20,000 |
ABN AMRO Bank NV | 14.50 - | 2024-06-19 | Call |
Master data
| WKN: | HD35VX |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ABN AMRO Bank NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 14.50 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2024-02-28 |
| Last trading day: | 2024-05-29 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 11.43 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.23 |
|---|---|
| Intrinsic value: | 1.16 |
| Implied volatility: | 0.41 |
| Historic volatility: | 0.25 |
| Parity: | 1.16 |
| Time value: | 0.21 |
| Break-even: | 15.87 |
| Moneyness: | 1.08 |
| Premium: | 0.01 |
| Premium p.a.: | 0.26 |
| Spread abs.: | 0.14 |
| Spread %: | 11.38% |
| Delta: | 0.80 |
| Theta: | -0.01 |
| Omega: | 9.17 |
| Rho: | 0.01 |
Quote data
| Open: | 1.2600 |
|---|---|
| High: | 1.2600 |
| Low: | 1.1600 |
| Previous Close: | 1.2600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -8.66% | ||
|---|---|---|---|
| 1 Month | +4.50% | ||
| 3 Months | +24.73% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2700 | 1.1000 |
|---|---|---|
| 1M High / 1M Low: | 2.3400 | 1.0800 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1980 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.4852 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 208.56% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
