UC WAR. CALL 12/24 VOL1/ DE000HD23MQ7 /
9/20/2024 9:45:27 PM | Chg.-0.2000 | Bid9:59:57 PM | Ask9:59:57 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.0000EUR | -16.67% | 0.9300 Bid Size: 4,000 |
1.1400 Ask Size: 4,000 |
Volvo, AB ser. B | 270.5511 SEK | 12/18/2024 | Call |
Master data
WKN: | HD23MQ |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Volvo, AB ser. B |
Type: | Warrant |
Option type: | Call |
Strike price: | 270.55 SEK |
Maturity: | 12/18/2024 |
Issue date: | 1/24/2024 |
Last trading day: | 12/17/2024 |
Ratio: | 1:1.03 |
Exercise type: | American |
Quanto: | No |
Gearing: | 20.88 |
Leverage: | Yes |
Calculated values
Fair value: | 0.86 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.31 |
Historic volatility: | 0.25 |
Parity: | -0.85 |
Time value: | 1.14 |
Break-even: | 24.93 |
Moneyness: | 0.97 |
Premium: | 0.08 |
Premium p.a.: | 0.40 |
Spread abs.: | 0.21 |
Spread %: | 22.58% |
Delta: | 0.46 |
Theta: | -0.01 |
Omega: | 9.56 |
Rho: | 0.02 |
Quote data
Open: | 1.0100 |
---|---|
High: | 1.0300 |
Low: | 0.9600 |
Previous Close: | 1.2000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +17.65% | ||
---|---|---|---|
1 Month | -25.37% | ||
3 Months | -48.45% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.2000 | 0.8400 |
---|---|---|
1M High / 1M Low: | 1.6800 | 0.7300 |
6M High / 6M Low: | 4.4700 | 0.7300 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.0180 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.1665 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 2.2767 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 161.57% | |
Volatility 6M: | 144.98% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |