UC WAR. CALL 03/25 AOMD/ DE000HD43DH3 /
| 2024-06-06 9:45:01 AM | Chg.+0.020 | Bid10:34:25 AM | Ask10:34:25 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.050EUR | +0.40% | 5.010 Bid Size: 20,000 |
5.030 Ask Size: 20,000 |
ALSTOM S.A. INH. ... | 14.1468 EUR | 2025-03-19 | Call |
Master data
| WKN: | HD43DH |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ALSTOM S.A. INH. EO 7 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 14.15 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: | 3.57 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.80 |
|---|---|
| Intrinsic value: | 3.89 |
| Implied volatility: | 0.44 |
| Historic volatility: | 0.55 |
| Parity: | 3.89 |
| Time value: | 1.40 |
| Break-even: | 19.14 |
| Moneyness: | 1.26 |
| Premium: | 0.07 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.42 |
| Spread %: | 8.62% |
| Delta: | 0.81 |
| Theta: | 0.00 |
| Omega: | 2.88 |
| Rho: | 0.07 |
Quote data
| Open: | 5.090 |
|---|---|
| High: | 5.090 |
| Low: | 5.050 |
| Previous Close: | 5.030 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -12.02% | ||
|---|---|---|---|
| 1 Month | +77.19% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.740 | 4.560 |
|---|---|---|
| 1M High / 1M Low: | 5.860 | 2.850 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 5.114 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 4.563 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 141.37% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
