UC WAR. CALL 12/24 AB2/ DE000HD23MD5 /
| 6/13/2024 9:45:25 PM | Chg.-0.1200 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6900EUR | -14.81% | 0.6500 Bid Size: 8,000 |
0.7200 Ask Size: 8,000 |
ABN AMRO Bank NV | 17.00 - | 12/18/2024 | Call |
Master data
| WKN: | HD23MD |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ABN AMRO Bank NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 17.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 1/24/2024 |
| Last trading day: | 12/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 19.48 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.74 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.24 |
| Parity: | -1.22 |
| Time value: | 0.81 |
| Break-even: | 17.81 |
| Moneyness: | 0.93 |
| Premium: | 0.13 |
| Premium p.a.: | 0.26 |
| Spread abs.: | 0.04 |
| Spread %: | 5.19% |
| Delta: | 0.42 |
| Theta: | 0.00 |
| Omega: | 8.16 |
| Rho: | 0.03 |
Quote data
| Open: | 0.7900 |
|---|---|
| High: | 0.7900 |
| Low: | 0.6900 |
| Previous Close: | 0.8100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -18.82% | ||
|---|---|---|---|
| 1 Month | -47.33% | ||
| 3 Months | +23.21% | ||
| 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: | - |
