UC WAR. CALL 12/24 AOMD/ DE000HD1UPP9 /
2024-06-19 9:45:39 PM | Chg.-0.1700 | Bid9:59:11 PM | Ask9:59:11 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.6000EUR | -9.60% | 1.5400 Bid Size: 6,000 |
1.6300 Ask Size: 6,000 |
ALSTOM S.A. INH. ... | 16.9762 EUR | 2024-12-18 | Call |
Master data
WKN: | HD1UPP |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ALSTOM S.A. INH. EO 7 |
Type: | Warrant |
Option type: | Call |
Strike price: | 16.98 EUR |
Maturity: | 2024-12-18 |
Issue date: | 2024-01-15 |
Last trading day: | 2024-12-17 |
Ratio: | 1:1.06 |
Exercise type: | American |
Quanto: | - |
Gearing: | 9.13 |
Leverage: | Yes |
Calculated values
Fair value: | 2.40 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.44 |
Historic volatility: | 0.55 |
Parity: | -0.92 |
Time value: | 1.87 |
Break-even: | 18.74 |
Moneyness: | 0.95 |
Premium: | 0.16 |
Premium p.a.: | 0.35 |
Spread abs.: | 0.10 |
Spread %: | 5.65% |
Delta: | 0.52 |
Theta: | -0.01 |
Omega: | 4.73 |
Rho: | 0.03 |
Quote data
Open: | 1.8000 |
---|---|
High: | 1.8000 |
Low: | 1.6000 |
Previous Close: | 1.7700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -19.60% | ||
---|---|---|---|
1 Month | -34.43% | ||
3 Months | +105.13% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.9900 | 1.3000 |
---|---|---|
1M High / 1M Low: | 3.4200 | 1.3000 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.6880 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.4718 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 217.91% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |