UC WAR. CALL 09/24 4AB/ DE000HD03JR3 /
| 2024-05-17 9:40:13 PM | Chg.+0.0200 | Bid2024-05-17 | Ask2024-05-17 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1300EUR | +18.18% | 0.1300 Bid Size: 30,000 |
0.1400 Ask Size: 30,000 |
ABBVIE INC. D... | 190.00 - | 2024-09-18 | Call |
Master data
| WKN: | HD03JR |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ABBVIE INC. DL-,01 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 190.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-23 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 116.33 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.01 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.17 |
| Parity: | -3.88 |
| Time value: | 0.13 |
| Break-even: | 191.30 |
| Moneyness: | 0.80 |
| Premium: | 0.26 |
| Premium p.a.: | 1.00 |
| Spread abs.: | 0.02 |
| Spread %: | 18.18% |
| Delta: | 0.11 |
| Theta: | -0.02 |
| Omega: | 13.22 |
| Rho: | 0.05 |
Quote data
| Open: | 0.1100 |
|---|---|
| High: | 0.1300 |
| Low: | 0.1100 |
| Previous Close: | 0.1100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +18.18% | ||
|---|---|---|---|
| 1 Month | -45.83% | ||
| 3 Months | -80.60% | ||
| YTD | -31.58% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1100 | 0.0930 |
|---|---|---|
| 1M High / 1M Low: | 0.3100 | 0.0930 |
| 6M High / 6M Low: | 0.7600 | 0.0750 |
| High (YTD): | 2024-03-12 | 0.7600 |
| Low (YTD): | 2024-05-14 | 0.0930 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1046 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1716 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3495 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 253.63% | |
| Volatility 6M: | 185.04% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
