UC WAR. CALL 09/24 AOMD/ DE000HD53TB1 /
| 2024-06-06 9:46:40 AM | Chg.-0.0200 | Bid10:02:06 AM | Ask10:02:06 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.7200EUR | -0.73% | 2.6000 Bid Size: 25,000 |
2.6200 Ask Size: 25,000 |
ALSTOM S.A. INH. ... | 16.0331 EUR | 2024-09-18 | Call |
Master data
| WKN: | HD53TB |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ALSTOM S.A. INH. EO 7 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 16.03 EUR |
| Maturity: | 2024-09-18 |
| Issue date: | 2024-04-29 |
| Last trading day: | 2024-09-17 |
| Ratio: | 1:1.06 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.30 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.27 |
|---|---|
| Intrinsic value: | 1.89 |
| Implied volatility: | 0.47 |
| Historic volatility: | 0.55 |
| Parity: | 1.89 |
| Time value: | 1.11 |
| Break-even: | 18.86 |
| Moneyness: | 1.11 |
| Premium: | 0.06 |
| Premium p.a.: | 0.22 |
| Spread abs.: | 0.42 |
| Spread %: | 16.28% |
| Delta: | 0.72 |
| Theta: | -0.01 |
| Omega: | 4.55 |
| Rho: | 0.03 |
Quote data
| Open: | 2.8300 |
|---|---|
| High: | 2.8300 |
| Low: | 2.7200 |
| Previous Close: | 2.7400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -22.73% | ||
|---|---|---|---|
| 1 Month | +110.85% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.5200 | 2.3300 |
|---|---|---|
| 1M High / 1M Low: | 3.6200 | 1.2500 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.8420 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.4909 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 214.39% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
