UC WAR. CALL 06/26 5AP/ DE000HD5AMP9 /
| 2024-09-26 9:41:42 PM | Chg.-0.150 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 11.770EUR | -1.26% | 11.840 Bid Size: 8,000 |
11.890 Ask Size: 8,000 |
PALO ALTO NETWKS DL-... | 240.00 - | 2026-06-17 | Call |
Master data
| WKN: | HD5AMP |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | PALO ALTO NETWKS DL-,0001 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 240.00 - |
| Maturity: | 2026-06-17 |
| Issue date: | 2024-05-06 |
| Last trading day: | 2026-06-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 2.54 |
| Leverage: | Yes |
Calculated values
| Fair value: | 10.21 |
|---|---|
| Intrinsic value: | 6.59 |
| Implied volatility: | 0.55 |
| Historic volatility: | 0.39 |
| Parity: | 6.59 |
| Time value: | 5.46 |
| Break-even: | 360.50 |
| Moneyness: | 1.27 |
| Premium: | 0.18 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.05 |
| Spread %: | 0.42% |
| Delta: | 0.78 |
| Theta: | -0.06 |
| Omega: | 1.98 |
| Rho: | 2.04 |
Quote data
| Open: | 12.010 |
|---|---|
| High: | 12.220 |
| Low: | 11.770 |
| Previous Close: | 11.920 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +2.62% | ||
|---|---|---|---|
| 1 Month | -7.18% | ||
| 3 Months | -2.49% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 12.250 | 11.470 |
|---|---|---|
| 1M High / 1M Low: | 13.940 | 11.430 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 11.966 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 12.564 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 54.01% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
