UC WAR. CALL 12/24 AB2/ DE000HD2XST7 /
| 6/14/2024 9:02:21 AM | Chg.-0.0300 | Bid9:32:38 AM | Ask9:32:38 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.7600EUR | -1.08% | 2.7100 Bid Size: 25,000 |
2.7200 Ask Size: 25,000 |
ABN AMRO Bank NV | 13.00 - | 12/18/2024 | Call |
Master data
| WKN: | HD2XST |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ABN AMRO Bank NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 13.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 2/22/2024 |
| Last trading day: | 12/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.11 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.16 |
|---|---|
| Intrinsic value: | 2.78 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.24 |
| Parity: | 2.78 |
| Time value: | 0.31 |
| Break-even: | 16.09 |
| Moneyness: | 1.21 |
| Premium: | 0.02 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.04 |
| Spread %: | 1.31% |
| Delta: | 0.93 |
| Theta: | 0.00 |
| Omega: | 4.77 |
| Rho: | 0.06 |
Quote data
| Open: | 2.7600 |
|---|---|
| High: | 2.7600 |
| Low: | 2.7600 |
| Previous Close: | 2.7900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -14.81% | ||
|---|---|---|---|
| 1 Month | -31.00% | ||
| 3 Months | +21.05% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.2400 | 2.7900 |
|---|---|---|
| 1M High / 1M Low: | 4.0000 | 2.7900 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.0180 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.0509 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 108.60% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
