UC WAR. CALL 06/25 BMT/ DE000HD1H911 /
| 2024-06-21 11:46:48 AM | Chg.- | Bid1:12:36 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.540EUR | - | 5.580 Bid Size: 14,000 |
- Ask Size: - |
BRIT.AMER.TOBACCO L... | 20.00 - | 2025-06-18 | Call |
Master data
| WKN: | HD1H91 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BRIT.AMER.TOBACCO LS-,25 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 20.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-12-28 |
| Last trading day: | 2024-06-21 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.46 |
| Leverage: | Yes |
Calculated values
| Fair value: | 10.76 |
|---|---|
| Intrinsic value: | 10.05 |
| Implied volatility: | - |
| Historic volatility: | 0.19 |
| Parity: | 10.05 |
| Time value: | -4.55 |
| Break-even: | 25.50 |
| Moneyness: | 1.50 |
| Premium: | -0.15 |
| Premium p.a.: | -0.15 |
| Spread abs.: | -0.19 |
| Spread %: | -3.34% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 5.480 |
|---|---|
| High: | 5.580 |
| Low: | 5.480 |
| Previous Close: | 5.370 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +9.06% | ||
|---|---|---|---|
| 1 Month | +14.70% | ||
| 3 Months | +10.58% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.540 | 5.080 |
|---|---|---|
| 1M High / 1M Low: | 5.540 | 4.420 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 5.297 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 4.963 | |
| Avg. volume 1M: | 37.700 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 64.89% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
