UC WAR. CALL 12/24 AB2/ DE000HD3ZSF9 /
| 29/05/2024 21:46:35 | Chg.-0.0200 | Bid21:59:13 | Ask21:59:13 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3300EUR | -5.71% | 0.3100 Bid Size: 10,000 |
0.3800 Ask Size: 10,000 |
ABN AMRO Bank NV | 19.00 - | 18/12/2024 | Call |
Master data
| WKN: | HD3ZSF |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ABN AMRO Bank NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 19.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 21/03/2024 |
| Last trading day: | 17/12/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 39.15 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.31 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.25 |
| Parity: | -3.34 |
| Time value: | 0.40 |
| Break-even: | 19.40 |
| Moneyness: | 0.82 |
| Premium: | 0.24 |
| Premium p.a.: | 0.47 |
| Spread abs.: | 0.07 |
| Spread %: | 21.21% |
| Delta: | 0.23 |
| Theta: | 0.00 |
| Omega: | 9.13 |
| Rho: | 0.02 |
Quote data
| Open: | 0.3500 |
|---|---|
| High: | 0.3500 |
| Low: | 0.3300 |
| Previous Close: | 0.3500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -8.33% | ||
|---|---|---|---|
| 1 Month | -5.71% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3600 | 0.3200 |
|---|---|---|
| 1M High / 1M Low: | 0.6600 | 0.3200 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3380 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4290 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 192.50% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
