UC WAR. CALL 03/25 AOMD/ DE000HD4VSK6 /
| 2024-06-05 9:45:26 PM | Chg.+0.3500 | Bid9:59:20 PM | Ask9:59:20 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.1400EUR | +12.54% | 2.9700 Bid Size: 2,000 |
3.3900 Ask Size: 2,000 |
ALSTOM S.A. INH. ... | 16.9762 EUR | 2025-03-19 | Call |
Master data
| WKN: | HD4VSK |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ALSTOM S.A. INH. EO 7 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 16.98 EUR |
| Maturity: | 2025-03-19 |
| Issue date: | 2024-04-22 |
| Last trading day: | 2025-03-18 |
| Ratio: | 1:1.06 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.46 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.88 |
|---|---|
| Intrinsic value: | 0.34 |
| Implied volatility: | 0.38 |
| Historic volatility: | 0.55 |
| Parity: | 0.34 |
| Time value: | 2.50 |
| Break-even: | 19.65 |
| Moneyness: | 1.02 |
| Premium: | 0.14 |
| Premium p.a.: | 0.18 |
| Spread abs.: | 0.10 |
| Spread %: | 3.65% |
| Delta: | 0.62 |
| Theta: | 0.00 |
| Omega: | 4.02 |
| Rho: | 0.06 |
Quote data
| Open: | 2.7900 |
|---|---|
| High: | 3.1800 |
| Low: | 2.7900 |
| Previous Close: | 2.7900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -17.80% | ||
|---|---|---|---|
| 1 Month | +83.63% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.8200 | 2.7900 |
|---|---|---|
| 1M High / 1M Low: | 3.8600 | 1.7300 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.3640 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.8918 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 170.46% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
