UC WAR. CALL 12/24 VOL1/ DE000HD1T825 /
| 2024-06-13 9:47:14 PM | Chg.-0.3900 | Bid9:59:28 PM | Ask9:59:28 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.7400EUR | -9.44% | 3.6000 Bid Size: 1,000 |
3.8200 Ask Size: 1,000 |
Volvo, AB ser. B | 241.5635 SEK | 2024-12-18 | Call |
Master data
| WKN: | HD1T82 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Volvo, AB ser. B |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 241.56 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: | 5.85 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.45 |
|---|---|
| Intrinsic value: | 2.59 |
| Implied volatility: | 0.37 |
| Historic volatility: | 0.22 |
| Parity: | 2.59 |
| Time value: | 1.66 |
| Break-even: | 25.65 |
| Moneyness: | 1.12 |
| Premium: | 0.07 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.23 |
| Spread %: | 5.72% |
| Delta: | 0.73 |
| Theta: | -0.01 |
| Omega: | 4.28 |
| Rho: | 0.07 |
Quote data
| Open: | 4.1300 |
|---|---|
| High: | 4.1300 |
| Low: | 3.7400 |
| Previous Close: | 4.1300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -25.05% | ||
|---|---|---|---|
| 1 Month | -19.91% | ||
| 3 Months | -30.74% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.9900 | 3.8200 |
|---|---|---|
| 1M High / 1M Low: | 4.9900 | 3.8200 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.1880 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.6670 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 93.98% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
