UC WAR. CALL 06/24 AG1/ DE000HD1YG56 /
5/23/2024 11:45:27 AM | Chg.-0.0200 | Bid1:05:35 PM | Ask1:05:35 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.1500EUR | -1.71% | 1.1200 Bid Size: 8,000 |
1.1400 Ask Size: 8,000 |
AUTO1 GROUP SE INH ... | 5.50 - | 6/19/2024 | Call |
Master data
WKN: | HD1YG5 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | AUTO1 GROUP SE INH O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 5.50 - |
Maturity: | 6/19/2024 |
Issue date: | 1/18/2024 |
Last trading day: | 6/18/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 4.50 |
Leverage: | Yes |
Calculated values
Fair value: | 1.18 |
---|---|
Intrinsic value: | 1.11 |
Implied volatility: | 1.20 |
Historic volatility: | 0.59 |
Parity: | 1.11 |
Time value: | 0.36 |
Break-even: | 6.97 |
Moneyness: | 1.20 |
Premium: | 0.05 |
Premium p.a.: | 1.05 |
Spread abs.: | 0.32 |
Spread %: | 27.83% |
Delta: | 0.77 |
Theta: | -0.01 |
Omega: | 3.46 |
Rho: | 0.00 |
Quote data
Open: | 1.1800 |
---|---|
High: | 1.1800 |
Low: | 1.1500 |
Previous Close: | 1.1700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -22.82% | ||
---|---|---|---|
1 Month | +342.31% | ||
3 Months | +945.45% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.4900 | 1.1700 |
---|---|---|
1M High / 1M Low: | 2.0800 | 0.1700 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.2860 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.8929 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 1,099.76% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |