UC WAR. CALL 09/24 4AB/ DE000HD0BJC2 /
| 2024-05-17 9:40:08 PM | Chg.+0.1700 | Bid9:59:23 PM | Ask9:59:23 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.6100EUR | +6.97% | 2.6200 Bid Size: 14,000 |
2.6400 Ask Size: 14,000 |
ABBVIE INC. D... | 140.00 - | 2024-09-18 | Call |
Master data
| WKN: | HD0BJC |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ABBVIE INC. DL-,01 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 140.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-31 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.12 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.44 |
|---|---|
| Intrinsic value: | 1.12 |
| Implied volatility: | 0.52 |
| Historic volatility: | 0.17 |
| Parity: | 1.12 |
| Time value: | 1.35 |
| Break-even: | 164.70 |
| Moneyness: | 1.08 |
| Premium: | 0.09 |
| Premium p.a.: | 0.29 |
| Spread abs.: | 0.02 |
| Spread %: | 0.82% |
| Delta: | 0.67 |
| Theta: | -0.07 |
| Omega: | 4.12 |
| Rho: | 0.26 |
Quote data
| Open: | 2.4400 |
|---|---|
| High: | 2.6100 |
| Low: | 2.4400 |
| Previous Close: | 2.4400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +19.18% | ||
|---|---|---|---|
| 1 Month | -0.76% | ||
| 3 Months | -31.32% | ||
| YTD | +35.23% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.4400 | 2.1900 |
|---|---|---|
| 1M High / 1M Low: | 3.0400 | 2.1300 |
| 6M High / 6M Low: | 4.0500 | 1.0400 |
| High (YTD): | 2024-03-28 | 4.0500 |
| Low (YTD): | 2024-04-26 | 2.1300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.2880 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.4705 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.7155 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 118.30% | |
| Volatility 6M: | 83.85% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
