UC WAR. CALL 12/24 ABJ/ DE000HD4HFF2 /
| 10/06/2024 15:47:10 | Chg.-0.0100 | Bid16:06:46 | Ask16:06:46 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2300EUR | -4.17% | 0.2300 Bid Size: 200,000 |
0.2400 Ask Size: 200,000 |
ABB Ltd. | 52.00 - | 18/12/2024 | Call |
Master data
| WKN: | HD4HFF |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ABB Ltd. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 52.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 10/04/2024 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 20.58 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.33 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.15 |
| Historic volatility: | 0.21 |
| Parity: | -0.05 |
| Time value: | 0.25 |
| Break-even: | 54.50 |
| Moneyness: | 0.99 |
| Premium: | 0.06 |
| Premium p.a.: | 0.12 |
| Spread abs.: | 0.04 |
| Spread %: | 19.05% |
| Delta: | 0.55 |
| Theta: | -0.01 |
| Omega: | 11.40 |
| Rho: | 0.14 |
Quote data
| Open: | 0.2400 |
|---|---|
| High: | 0.2400 |
| Low: | 0.2300 |
| Previous Close: | 0.2400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +15.00% | ||
|---|---|---|---|
| 1 Month | +91.67% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2500 | 0.1900 |
|---|---|---|
| 1M High / 1M Low: | 0.2500 | 0.1200 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2220 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1786 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 151.41% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
