UC WAR. CALL 12/24 AB2/ DE000HD1TBZ0 /
| 2024-05-29 3:46:36 PM | Chg.-0.1800 | Bid4:48:15 PM | Ask4:48:15 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.6900EUR | -4.65% | 3.6900 Bid Size: 20,000 |
3.7200 Ask Size: 20,000 |
ABN AMRO Bank NV | 12.00 - | 2024-12-18 | Call |
Master data
| WKN: | HD1TBZ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ABN AMRO Bank NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 12.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-01-11 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.93 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.98 |
|---|---|
| Intrinsic value: | 3.66 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.25 |
| Parity: | 3.66 |
| Time value: | 0.32 |
| Break-even: | 15.98 |
| Moneyness: | 1.31 |
| Premium: | 0.02 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.14 |
| Spread %: | 3.65% |
| Delta: | 0.95 |
| Theta: | 0.00 |
| Omega: | 3.73 |
| Rho: | 0.06 |
Quote data
| Open: | 3.8700 |
|---|---|
| High: | 3.8700 |
| Low: | 3.6900 |
| Previous Close: | 3.8700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -4.65% | ||
|---|---|---|---|
| 1 Month | +6.34% | ||
| 3 Months | +21.78% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.8700 | 3.6900 |
|---|---|---|
| 1M High / 1M Low: | 4.8900 | 3.4400 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.8000 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.0133 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 92.45% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
