UC WAR. CALL 03/25 AOMD/ DE000HD43DK7 /
| 2024-06-06 9:45:34 AM | Chg.+0.0300 | Bid10:13:10 AM | Ask10:13:10 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.5800EUR | +1.94% | 1.5400 Bid Size: 45,000 |
1.5600 Ask Size: 45,000 |
ALSTOM S.A. INH. ... | 20.7487 EUR | 2025-03-19 | Call |
Master data
| WKN: | HD43DK |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ALSTOM S.A. INH. EO 7 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 20.75 EUR |
| Maturity: | 2025-03-19 |
| Issue date: | 2024-03-25 |
| Last trading day: | 2025-03-18 |
| Ratio: | 1:1.06 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 10.50 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.74 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.41 |
| Historic volatility: | 0.55 |
| Parity: | -3.11 |
| Time value: | 1.80 |
| Break-even: | 22.45 |
| Moneyness: | 0.86 |
| Premium: | 0.26 |
| Premium p.a.: | 0.34 |
| Spread abs.: | 0.42 |
| Spread %: | 30.43% |
| Delta: | 0.44 |
| Theta: | -0.01 |
| Omega: | 4.57 |
| Rho: | 0.05 |
Quote data
| Open: | 1.6000 |
|---|---|
| High: | 1.6000 |
| Low: | 1.5800 |
| Previous Close: | 1.5500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -23.67% | ||
|---|---|---|---|
| 1 Month | +69.89% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.0700 | 1.3500 |
|---|---|---|
| 1M High / 1M Low: | 2.0800 | 0.9300 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.6160 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.5304 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 201.31% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
