UC WAR. CALL 09/24 4AB/ DE000HD03JP7 /
| 2024-05-20 5:40:58 PM | Chg.-0.0500 | Bid5:53:41 PM | Ask5:53:41 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0800EUR | -4.42% | 1.0600 Bid Size: 15,000 |
1.0700 Ask Size: 15,000 |
ABBVIE INC. D... | 160.00 - | 2024-09-18 | Call |
Master data
| WKN: | HD03JP |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ABBVIE INC. DL-,01 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 160.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-23 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 13.31 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.38 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.39 |
| Historic volatility: | 0.17 |
| Parity: | -0.69 |
| Time value: | 1.15 |
| Break-even: | 171.50 |
| Moneyness: | 0.96 |
| Premium: | 0.12 |
| Premium p.a.: | 0.41 |
| Spread abs.: | 0.01 |
| Spread %: | 0.88% |
| Delta: | 0.49 |
| Theta: | -0.06 |
| Omega: | 6.50 |
| Rho: | 0.21 |
Quote data
| Open: | 1.1300 |
|---|---|
| High: | 1.1300 |
| Low: | 1.0800 |
| Previous Close: | 1.1300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +24.14% | ||
|---|---|---|---|
| 1 Month | -22.86% | ||
| 3 Months | -48.08% | ||
| YTD | +21.35% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.1300 | 0.8500 |
|---|---|---|
| 1M High / 1M Low: | 1.5600 | 0.8500 |
| 6M High / 6M Low: | 2.4600 | 0.4000 |
| High (YTD): | 2024-03-06 | 2.4600 |
| Low (YTD): | 2024-05-14 | 0.8500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.9700 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0568 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.4264 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 188.98% | |
| Volatility 6M: | 121.67% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
