UC WAR. CALL 12/24 ABJ/ DE000HD3PV72 /
| 2024-05-31 9:45:23 PM | Chg.+0.0100 | Bid2024-05-31 | Ask2024-05-31 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2900EUR | +3.57% | 0.2900 Bid Size: 15,000 |
0.3000 Ask Size: 15,000 |
ABB LTD N | 50.00 CHF | 2024-12-18 | Call |
Master data
| WKN: | HD3PV7 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ABB LTD N |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 50.00 CHF |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-03-14 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 16.69 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.31 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.20 |
| Historic volatility: | 0.21 |
| Parity: | -0.10 |
| Time value: | 0.30 |
| Break-even: | 54.08 |
| Moneyness: | 0.98 |
| Premium: | 0.08 |
| Premium p.a.: | 0.15 |
| Spread abs.: | 0.01 |
| Spread %: | 3.45% |
| Delta: | 0.53 |
| Theta: | -0.01 |
| Omega: | 8.88 |
| Rho: | 0.13 |
Quote data
| Open: | 0.2800 |
|---|---|
| High: | 0.2900 |
| Low: | 0.2800 |
| Previous Close: | 0.2800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +7.41% | ||
|---|---|---|---|
| 1 Month | +123.08% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3000 | 0.2800 |
|---|---|---|
| 1M High / 1M Low: | 0.3000 | 0.1200 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2900 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2136 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 122.17% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
