UC WAR. CALL 06/24 AOMD/ DE000HD2F467 /
| 2024-06-03 9:46:15 PM | Chg.-0.3800 | Bid9:59:25 PM | Ask9:59:25 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.8400EUR | -17.12% | 1.8200 Bid Size: 3,000 |
1.9200 Ask Size: 3,000 |
ALSTOM S.A. INH. ... | 16.0331 EUR | 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: | 16.03 EUR |
| Maturity: | 2024-06-19 |
| Issue date: | 2024-02-05 |
| Last trading day: | 2024-06-18 |
| Ratio: | 1:1.06 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.15 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.27 |
|---|---|
| Intrinsic value: | 2.07 |
| Implied volatility: | 0.62 |
| Historic volatility: | 0.55 |
| Parity: | 2.07 |
| Time value: | 0.27 |
| Break-even: | 18.24 |
| Moneyness: | 1.12 |
| Premium: | 0.01 |
| Premium p.a.: | 0.37 |
| Spread abs.: | 0.11 |
| Spread %: | 4.93% |
| Delta: | 0.83 |
| Theta: | -0.02 |
| Omega: | 6.78 |
| Rho: | 0.01 |
Quote data
| Open: | 2.1000 |
|---|---|
| High: | 2.1000 |
| Low: | 1.5700 |
| Previous Close: | 2.2200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -25.20% | ||
|---|---|---|---|
| 1 Month | +187.50% | ||
| 3 Months | +982.35% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.0200 | 2.2200 |
|---|---|---|
| 1M High / 1M Low: | 3.0200 | 0.6400 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.7180 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.6624 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 317.97% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
