UC WAR. CALL 12/24 AB2/ DE000HD2XST7 /
| 2024-06-03 5:46:52 PM | Chg.+0.1300 | Bid7:15:59 PM | Ask7:15:59 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.0900EUR | +4.39% | 3.0300 Bid Size: 6,000 |
3.0700 Ask Size: 6,000 |
ABN AMRO Bank NV | 13.00 - | 2024-12-18 | Call |
Master data
| WKN: | HD2XST |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ABN AMRO Bank NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 13.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-02-22 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.17 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.08 |
|---|---|
| Intrinsic value: | 2.65 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.25 |
| Parity: | 2.65 |
| Time value: | 0.38 |
| Break-even: | 16.03 |
| Moneyness: | 1.20 |
| Premium: | 0.02 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.07 |
| Spread %: | 2.36% |
| Delta: | 0.91 |
| Theta: | 0.00 |
| Omega: | 4.69 |
| Rho: | 0.06 |
Quote data
| Open: | 3.0200 |
|---|---|
| High: | 3.1800 |
| Low: | 3.0200 |
| Previous Close: | 2.9600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +7.29% | ||
|---|---|---|---|
| 1 Month | +1.31% | ||
| 3 Months | +33.19% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.0100 | 2.8800 |
|---|---|---|
| 1M High / 1M Low: | 4.0000 | 2.8300 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.9320 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.1762 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 104.67% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
