UC WAR. CALL 12/24 AB2/ DE000HD1TBZ0 /
2024-05-21 9:46:20 PM | Chg.-0.2000 | Bid9:59:01 PM | Ask9:59:01 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.9800EUR | -4.78% | 3.9500 Bid Size: 3,000 |
4.0900 Ask Size: 3,000 |
ABN AMRO Bank NV | 12.00 - | 2024-12-18 | Call |
Master data
WKN: | HD1TBZ |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ABN AMRO Bank NV |
Type: | Warrant |
Option type: | Call |
Strike price: | 12.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2024-01-11 |
Last trading day: | 2024-12-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 3.74 |
Leverage: | Yes |
Calculated values
Fair value: | 4.28 |
---|---|
Intrinsic value: | 3.97 |
Implied volatility: | 0.24 |
Historic volatility: | 0.25 |
Parity: | 3.97 |
Time value: | 0.31 |
Break-even: | 16.27 |
Moneyness: | 1.33 |
Premium: | 0.02 |
Premium p.a.: | 0.03 |
Spread abs.: | 0.14 |
Spread %: | 3.39% |
Delta: | 0.96 |
Theta: | 0.00 |
Omega: | 3.60 |
Rho: | 0.06 |
Quote data
Open: | 4.1700 |
---|---|
High: | 4.1700 |
Low: | 3.8800 |
Previous Close: | 4.1800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +0.51% | ||
---|---|---|---|
1 Month | +12.43% | ||
3 Months | +38.19% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 4.1800 | 3.9500 |
---|---|---|
1M High / 1M Low: | 4.8900 | 3.4400 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 4.0200 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 4.0129 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 102.58% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |