UC WAR. CALL 12/24 AB2/ DE000HD2XST7 /
| 2024-05-21 11:45:27 AM | Chg.-0.3000 | Bid1:18:49 PM | Ask1:18:49 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.0000EUR | -9.09% | 2.9800 Bid Size: 25,000 |
2.9900 Ask Size: 25,000 |
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: | 4.77 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.40 |
|---|---|
| Intrinsic value: | 2.97 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.25 |
| Parity: | 2.97 |
| Time value: | 0.39 |
| Break-even: | 16.35 |
| Moneyness: | 1.23 |
| Premium: | 0.02 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.07 |
| Spread %: | 2.13% |
| Delta: | 0.92 |
| Theta: | 0.00 |
| Omega: | 4.39 |
| Rho: | 0.07 |
Quote data
| Open: | 3.2200 |
|---|---|
| High: | 3.2200 |
| Low: | 3.0000 |
| Previous Close: | 3.3000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -25.00% | ||
|---|---|---|---|
| 1 Month | +17.19% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.0000 | 3.0800 |
|---|---|---|
| 1M High / 1M Low: | 4.0000 | 2.5500 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.3260 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.1360 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 122.11% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
