UC WAR. CALL 12/24 AB2/ DE000HD1TC24 /
| 03/06/2024 15:45:31 | Chg.+0.0600 | Bid16:21:26 | Ask16:21:26 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5700EUR | +11.76% | 0.5400 Bid Size: 50,000 |
0.5500 Ask Size: 50,000 |
ABN AMRO Bank NV | 18.00 - | 18/12/2024 | Call |
Master data
| WKN: | HD1TC2 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ABN AMRO Bank NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 18.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 11/01/2024 |
| Last trading day: | 17/12/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 27.95 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.46 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.25 |
| Parity: | -2.35 |
| Time value: | 0.56 |
| Break-even: | 18.56 |
| Moneyness: | 0.87 |
| Premium: | 0.19 |
| Premium p.a.: | 0.37 |
| Spread abs.: | 0.07 |
| Spread %: | 14.29% |
| Delta: | 0.31 |
| Theta: | 0.00 |
| Omega: | 8.64 |
| Rho: | 0.02 |
Quote data
| Open: | 0.5200 |
|---|---|
| High: | 0.5700 |
| Low: | 0.5200 |
| Previous Close: | 0.5100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +18.75% | ||
|---|---|---|---|
| 1 Month | -9.52% | ||
| 3 Months | +42.50% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5100 | 0.4800 |
|---|---|---|
| 1M High / 1M Low: | 0.9400 | 0.4800 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4960 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6138 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 170.92% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
