UC WAR. CALL 12/24 BSD2/ DE000HD1TEL4 /
| 17/05/2024 21:45:40 | Chg.+0.0400 | Bid21:59:20 | Ask21:59:20 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6200EUR | +6.90% | 0.6100 Bid Size: 14,000 |
0.6300 Ask Size: 14,000 |
BCO SANTANDER N.EO0,... | 4.50 - | 18/12/2024 | Call |
Master data
| WKN: | HD1TEL |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BCO SANTANDER N.EO0,5 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 4.50 - |
| Maturity: | 18/12/2024 |
| Issue date: | 11/01/2024 |
| Last trading day: | 17/12/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.72 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.61 |
|---|---|
| Intrinsic value: | 0.36 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.23 |
| Parity: | 0.36 |
| Time value: | 0.27 |
| Break-even: | 5.13 |
| Moneyness: | 1.08 |
| Premium: | 0.06 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.02 |
| Spread %: | 3.28% |
| Delta: | 0.73 |
| Theta: | 0.00 |
| Omega: | 5.64 |
| Rho: | 0.02 |
Quote data
| Open: | 0.5800 |
|---|---|
| High: | 0.6300 |
| Low: | 0.5800 |
| Previous Close: | 0.5800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +10.71% | ||
|---|---|---|---|
| 1 Month | +55.00% | ||
| 3 Months | +463.64% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6200 | 0.5600 |
|---|---|---|
| 1M High / 1M Low: | 0.6300 | 0.4000 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5840 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5367 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 155.17% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
