UC WAR. CALL 09/24 AOMD/ DE000HD53TB1 /
2024-05-31 9:45:31 PM | Chg.-0.5500 | Bid9:59:19 PM | Ask9:59:19 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.9700EUR | -15.63% | 2.9600 Bid Size: 3,000 |
3.0700 Ask Size: 3,000 |
ALSTOM S.A. INH. ... | 16.0331 EUR | 2024-09-18 | Call |
Master data
WKN: | HD53TB |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ALSTOM S.A. INH. EO 7 |
Type: | Warrant |
Option type: | Call |
Strike price: | 16.03 EUR |
Maturity: | 2024-09-18 |
Issue date: | 2024-04-29 |
Last trading day: | 2024-09-17 |
Ratio: | 1:1.06 |
Exercise type: | American |
Quanto: | - |
Gearing: | 6.21 |
Leverage: | Yes |
Calculated values
Fair value: | 3.45 |
---|---|
Intrinsic value: | 2.07 |
Implied volatility: | 0.44 |
Historic volatility: | 0.55 |
Parity: | 2.07 |
Time value: | 1.00 |
Break-even: | 18.93 |
Moneyness: | 1.12 |
Premium: | 0.05 |
Premium p.a.: | 0.19 |
Spread abs.: | 0.11 |
Spread %: | 3.72% |
Delta: | 0.74 |
Theta: | -0.01 |
Omega: | 4.61 |
Rho: | 0.03 |
Quote data
Open: | 3.5200 |
---|---|
High: | 3.5200 |
Low: | 2.9700 |
Previous Close: | 3.5200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +3.13% | ||
---|---|---|---|
1 Month | +135.71% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.6200 | 2.9700 |
---|---|---|
1M High / 1M Low: | 3.6200 | 1.2500 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 3.3620 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.3682 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 200.06% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |