UC WAR. CALL 12/24 VOL1/ DE000HD1T841 /
| 2024-06-13 9:45:06 PM | Chg.-0.1300 | Bid9:59:28 PM | Ask9:59:28 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7900EUR | -14.13% | 0.6600 Bid Size: 5,000 |
0.8800 Ask Size: 5,000 |
Volvo, AB ser. B | 309.2012 SEK | 2024-12-18 | Call |
Master data
| WKN: | HD1T84 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Volvo, AB ser. B |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 309.20 SEK |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-01-11 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1.03 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 23.69 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.56 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.22 |
| Parity: | -3.65 |
| Time value: | 1.05 |
| Break-even: | 28.58 |
| Moneyness: | 0.87 |
| Premium: | 0.19 |
| Premium p.a.: | 0.40 |
| Spread abs.: | 0.23 |
| Spread %: | 28.05% |
| Delta: | 0.33 |
| Theta: | -0.01 |
| Omega: | 7.84 |
| Rho: | 0.04 |
Quote data
| Open: | 0.9200 |
|---|---|
| High: | 0.9200 |
| Low: | 0.7900 |
| Previous Close: | 0.9200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -38.76% | ||
|---|---|---|---|
| 1 Month | -42.75% | ||
| 3 Months | -56.35% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2900 | 0.8200 |
|---|---|---|
| 1M High / 1M Low: | 1.5000 | 0.8200 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.9680 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.2552 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 155.19% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
