UC INLINE.WAR. 07/24 SY1/ DE000HD2C951 /
| 2024-06-05 1:45:09 PM | Chg.-0.420 | Bid1:48:28 PM | Ask1:48:28 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 8.330EUR | -4.80% | 8.330 Bid Size: 4,000 |
8.530 Ask Size: 4,000 |
SYMRISE AG INH. O.N. | - - | 2024-07-17 | Call |
Master data
| Issuer: | UniCredit |
|---|---|
| WKN: | HD2C95 |
| Currency: | EUR |
| Underlying: | SYMRISE AG INH. O.N. |
| Type: | Knock-out |
| Option type: | Call |
| Strike price: | - - |
| Maturity: | 2024-07-17 |
| Issue date: | 2024-02-01 |
| Last trading day: | 2024-07-16 |
| Ratio: | 1:1 |
| Exercise type: | European |
| Quanto: | - |
| Gearing: | 12.67 |
| Knock-out: | 120.00 |
| Knock-out violated on: | - |
| Distance to knock-out: | -9.80 |
| Distance to knock-out %: | -8.89% |
| Distance to strike price: | - |
| Distance to strike price %: | - |
Calculated values
| Fair value: | - |
|---|---|
| Implied volatility: | - |
| Historic volatility: | - |
| Parity: | - |
| Time value: | - |
| Break-even: | - |
| Moneyness: | - |
| Premium: | - |
| Premium p.a.: | - |
| Spread abs.: | 0.20 |
| Spread %: | 2.34% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 8.700 |
|---|---|
| High: | 8.700 |
| Low: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -13.41% | ||
|---|---|---|---|
| 1 Month | -15.00% | ||
| 3 Months | +2.21% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 9.620 | 8.750 |
|---|---|---|
| 1M High / 1M Low: | 9.800 | 8.750 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 9.140 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 9.644 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 26.49% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
