UC WAR. CALL 06/24 AOMD/ DE000HD2F467 /
| 2024-05-22 7:46:12 PM | Chg.0.0000 | Bid9:59:39 PM | Ask9:59:39 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.6000EUR | 0.00% | 1.5800 Bid Size: 2,000 |
1.9800 Ask Size: 2,000 |
ALSTOM S.A. INH. ... | 17.00 - | 2024-06-19 | Call |
Master data
| WKN: | HD2F46 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ALSTOM S.A. INH. EO 7 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 17.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2024-02-05 |
| Last trading day: | 2024-06-18 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 10.80 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.75 |
|---|---|
| Intrinsic value: | 1.15 |
| Implied volatility: | 0.50 |
| Historic volatility: | 0.54 |
| Parity: | 1.15 |
| Time value: | 0.54 |
| Break-even: | 18.68 |
| Moneyness: | 1.07 |
| Premium: | 0.03 |
| Premium p.a.: | 0.46 |
| Spread abs.: | 0.10 |
| Spread %: | 6.33% |
| Delta: | 0.71 |
| Theta: | -0.02 |
| Omega: | 7.70 |
| Rho: | 0.01 |
Quote data
| Open: | 1.6000 |
|---|---|
| High: | 1.6000 |
| Low: | 1.2700 |
| Previous Close: | 1.6000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -4.19% | ||
|---|---|---|---|
| 1 Month | +125.35% | ||
| 3 Months | +700.00% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.6700 | 1.5400 |
|---|---|---|
| 1M High / 1M Low: | 1.8200 | 0.4600 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.5940 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0462 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 365.28% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
