UC WAR. CALL 09/24 4AB/ DE000HD03JQ5 /
| 6/7/2024 9:42:26 PM | Chg.+0.0400 | Bid9:56:05 PM | Ask9:56:05 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3600EUR | +12.50% | 0.3500 Bid Size: 30,000 |
0.3600 Ask Size: 30,000 |
ABBVIE INC. D... | 180.00 - | 9/18/2024 | Call |
Master data
| WKN: | HD03JQ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ABBVIE INC. DL-,01 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 180.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 10/23/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 46.90 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.03 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.17 |
| Parity: | -2.52 |
| Time value: | 0.33 |
| Break-even: | 183.30 |
| Moneyness: | 0.86 |
| Premium: | 0.18 |
| Premium p.a.: | 0.82 |
| Spread abs.: | 0.01 |
| Spread %: | 3.13% |
| Delta: | 0.23 |
| Theta: | -0.04 |
| Omega: | 10.86 |
| Rho: | 0.09 |
Quote data
| Open: | 0.3200 |
|---|---|
| High: | 0.3600 |
| Low: | 0.3200 |
| Previous Close: | 0.3200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +140.00% | ||
|---|---|---|---|
| 1 Month | +33.33% | ||
| 3 Months | -69.75% | ||
| YTD | +9.09% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3200 | 0.1500 |
|---|---|---|
| 1M High / 1M Low: | 0.3200 | 0.1100 |
| 6M High / 6M Low: | 1.2000 | 0.1100 |
| High (YTD): | 3/6/2024 | 1.2000 |
| Low (YTD): | 5/29/2024 | 0.1100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2100 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2004 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5869 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 260.76% | |
| Volatility 6M: | 180.83% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
