UC WAR. CALL 12/24 AB2/ DE000HD23MD5 /
| 14/06/2024 11:46:20 | Chg.-0.0900 | Bid12:57:23 | Ask12:57:23 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6000EUR | -13.04% | 0.5600 Bid Size: 50,000 |
0.5700 Ask Size: 50,000 |
ABN AMRO Bank NV | 17.00 - | 18/12/2024 | Call |
Master data
| WKN: | HD23MD |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ABN AMRO Bank NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 17.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 24/01/2024 |
| Last trading day: | 17/12/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 21.47 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.62 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.25 |
| Parity: | -1.54 |
| Time value: | 0.72 |
| Break-even: | 17.72 |
| Moneyness: | 0.91 |
| Premium: | 0.15 |
| Premium p.a.: | 0.31 |
| Spread abs.: | 0.07 |
| Spread %: | 10.77% |
| Delta: | 0.38 |
| Theta: | 0.00 |
| Omega: | 8.22 |
| Rho: | 0.03 |
Quote data
| Open: | 0.6800 |
|---|---|
| High: | 0.6800 |
| Low: | 0.6000 |
| Previous Close: | 0.6900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -29.41% | ||
|---|---|---|---|
| 1 Month | -54.20% | ||
| 3 Months | +7.14% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8500 | 0.6900 |
|---|---|---|
| 1M High / 1M Low: | 1.3100 | 0.6900 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7740 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8026 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 166.34% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
