UC WAR. CALL 09/24 AOMD/ DE000HD5HLQ4 /
| 2024-06-07 9:46:50 PM | Chg.-0.1100 | Bid9:59:05 PM | Ask9:59:05 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7500EUR | -12.79% | 0.6800 Bid Size: 6,000 |
0.7800 Ask Size: 6,000 |
ALSTOM S.A. INH. ... | 19.8055 EUR | 2024-09-18 | Call |
Master data
| WKN: | HD5HLQ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ALSTOM S.A. INH. EO 7 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 19.81 EUR |
| Maturity: | 2024-09-18 |
| Issue date: | 2024-05-13 |
| Last trading day: | 2024-09-17 |
| Ratio: | 1:1.06 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 20.28 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.55 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.39 |
| Historic volatility: | 0.55 |
| Parity: | -1.94 |
| Time value: | 0.94 |
| Break-even: | 20.69 |
| Moneyness: | 0.91 |
| Premium: | 0.15 |
| Premium p.a.: | 0.65 |
| Spread abs.: | 0.10 |
| Spread %: | 11.90% |
| Delta: | 0.38 |
| Theta: | -0.01 |
| Omega: | 7.69 |
| Rho: | 0.02 |
Quote data
| Open: | 0.8600 |
|---|---|
| High: | 0.8600 |
| Low: | 0.7500 |
| Previous Close: | 0.8600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -19.35% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9300 | 0.6700 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7960 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | - | |
| Avg. volume 1M: | - | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | - | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
