UC WAR. CALL 06/24 ABJ/ DE000HD5MUY9 /
| 5/31/2024 9:46:35 PM | Chg.+0.0020 | Bid9:59:52 PM | Ask9:59:52 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0320EUR | +6.67% | 0.0300 Bid Size: 20,000 |
0.0400 Ask Size: 20,000 |
ABB Ltd. | 51.00 - | 6/19/2024 | Call |
Master data
| WKN: | HD5MUY |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ABB Ltd. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 51.00 - |
| Maturity: | 6/19/2024 |
| Issue date: | 5/16/2024 |
| Last trading day: | 6/18/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 125.20 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.06 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.17 |
| Historic volatility: | 0.21 |
| Parity: | -0.09 |
| Time value: | 0.04 |
| Break-even: | 51.40 |
| Moneyness: | 0.98 |
| Premium: | 0.03 |
| Premium p.a.: | 0.69 |
| Spread abs.: | 0.01 |
| Spread %: | 33.33% |
| Delta: | 0.33 |
| Theta: | -0.02 |
| Omega: | 41.94 |
| Rho: | 0.01 |
Quote data
| Open: | 0.0300 |
|---|---|
| High: | 0.0330 |
| Low: | 0.0300 |
| Previous Close: | 0.0300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +3.23% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0430 | 0.0300 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0364 | |
| 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: | - |
