UC WAR. CALL 12/24 VOL1/ DE000HD1T833 /
2024-06-13 9:46:08 PM | Chg.-0.1800 | Bid9:59:28 PM | Ask9:59:28 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.3400EUR | -11.84% | 1.1900 Bid Size: 3,000 |
1.4100 Ask Size: 3,000 |
Volvo, AB ser. B | 289.8762 SEK | 2024-12-18 | Call |
Master data
WKN: | HD1T83 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Volvo, AB ser. B |
Type: | Warrant |
Option type: | Call |
Strike price: | 289.88 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: | 15.08 |
Leverage: | Yes |
Calculated values
Fair value: | 1.03 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.31 |
Historic volatility: | 0.22 |
Parity: | -1.87 |
Time value: | 1.65 |
Break-even: | 27.44 |
Moneyness: | 0.93 |
Premium: | 0.14 |
Premium p.a.: | 0.29 |
Spread abs.: | 0.23 |
Spread %: | 16.20% |
Delta: | 0.45 |
Theta: | -0.01 |
Omega: | 6.76 |
Rho: | 0.05 |
Quote data
Open: | 1.5200 |
---|---|
High: | 1.5200 |
Low: | 1.3400 |
Previous Close: | 1.5200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -34.31% | ||
---|---|---|---|
1 Month | -34.31% | ||
3 Months | -47.66% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.0400 | 1.3700 |
---|---|---|
1M High / 1M Low: | 2.2200 | 1.3700 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.5780 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.9317 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 135.53% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |