UC WAR. CALL 06/26 5AP/ DE000HD5AMU9 /
2024-06-25 3:41:35 PM | Chg.+0.020 | Bid3:49:21 PM | Ask3:49:21 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
6.890EUR | +0.29% | 6.820 Bid Size: 6,000 |
6.880 Ask Size: 6,000 |
PALO ALTO NETWKS DL-... | 340.00 - | 2026-06-17 | Call |
Master data
WKN: | HD5AMU |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | PALO ALTO NETWKS DL-,0001 |
Type: | Warrant |
Option type: | Call |
Strike price: | 340.00 - |
Maturity: | 2026-06-17 |
Issue date: | 2024-05-06 |
Last trading day: | 2026-06-16 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 4.30 |
Leverage: | Yes |
Calculated values
Fair value: | 6.18 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.47 |
Historic volatility: | 0.43 |
Parity: | -4.49 |
Time value: | 6.87 |
Break-even: | 408.70 |
Moneyness: | 0.87 |
Premium: | 0.39 |
Premium p.a.: | 0.18 |
Spread abs.: | 0.06 |
Spread %: | 0.88% |
Delta: | 0.59 |
Theta: | -0.06 |
Omega: | 2.53 |
Rho: | 2.07 |
Quote data
Open: | 6.870 |
---|---|
High: | 6.890 |
Low: | 6.870 |
Previous Close: | 6.870 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +1.17% | ||
---|---|---|---|
1 Month | -6.13% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 6.980 | 6.500 |
---|---|---|
1M High / 1M Low: | 7.340 | 5.500 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 6.794 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 6.450 | |
Avg. volume 1M: | .238 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 80.19% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |