UC WAR. CALL 09/24 4AB/ DE000HD03JP7 /
| 13/06/2024 08:00:59 | Chg.0.0000 | Bid09:09:00 | Ask09:09:00 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0300EUR | 0.00% | 1.0300 Bid Size: 4,000 |
1.0900 Ask Size: 4,000 |
ABBVIE INC. D... | 160.00 - | 18/09/2024 | Call |
Master data
| WKN: | HD03JP |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ABBVIE INC. DL-,01 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 160.00 - |
| Maturity: | 18/09/2024 |
| Issue date: | 23/10/2023 |
| Last trading day: | 17/09/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 13.23 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.44 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.40 |
| Historic volatility: | 0.17 |
| Parity: | -0.39 |
| Time value: | 1.18 |
| Break-even: | 171.80 |
| Moneyness: | 0.98 |
| Premium: | 0.10 |
| Premium p.a.: | 0.43 |
| Spread abs.: | 0.01 |
| Spread %: | 0.85% |
| Delta: | 0.51 |
| Theta: | -0.07 |
| Omega: | 6.79 |
| Rho: | 0.18 |
Quote data
| Open: | 1.0300 |
|---|---|
| High: | 1.0300 |
| Low: | 1.0300 |
| Previous Close: | 1.0300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -14.88% | ||
|---|---|---|---|
| 1 Month | +18.39% | ||
| 3 Months | -55.41% | ||
| YTD | +15.73% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.3400 | 1.0300 |
|---|---|---|
| 1M High / 1M Low: | 1.3400 | 0.4900 |
| 6M High / 6M Low: | 2.4600 | 0.4900 |
| High (YTD): | 06/03/2024 | 2.4600 |
| Low (YTD): | 28/05/2024 | 0.4900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.2140 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8865 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.4650 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 204.00% | |
| Volatility 6M: | 136.90% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
