UC WAR. CALL 12/24 AB2/ DE000HD1TC16 /
6/14/2024 9:45:06 PM | Chg.-0.1200 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.3400EUR | -8.22% | 1.3300 Bid Size: 4,000 |
1.4000 Ask Size: 4,000 |
ABN AMRO Bank NV | 15.00 - | 12/18/2024 | Call |
Master data
WKN: | HD1TC1 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ABN AMRO Bank NV |
Type: | Warrant |
Option type: | Call |
Strike price: | 15.00 - |
Maturity: | 12/18/2024 |
Issue date: | 1/11/2024 |
Last trading day: | 12/17/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 10.38 |
Leverage: | Yes |
Calculated values
Fair value: | 1.47 |
---|---|
Intrinsic value: | 0.46 |
Implied volatility: | 0.25 |
Historic volatility: | 0.25 |
Parity: | 0.46 |
Time value: | 1.03 |
Break-even: | 16.49 |
Moneyness: | 1.03 |
Premium: | 0.07 |
Premium p.a.: | 0.13 |
Spread abs.: | 0.07 |
Spread %: | 4.93% |
Delta: | 0.64 |
Theta: | 0.00 |
Omega: | 6.65 |
Rho: | 0.04 |
Quote data
Open: | 1.4400 |
---|---|
High: | 1.4400 |
Low: | 1.2700 |
Previous Close: | 1.4600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -23.86% | ||
---|---|---|---|
1 Month | -44.86% | ||
3 Months | +18.58% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.7600 | 1.4600 |
---|---|---|
1M High / 1M Low: | 2.4300 | 1.4600 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.6100 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.6496 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 143.17% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |