UC WAR. CALL 12/24 BOY/ DE000HD1TCB9 /
2024-05-21 9:45:29 AM | Chg.+0.0500 | Bid10:39:37 AM | Ask10:39:37 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.4900EUR | +3.47% | 1.5000 Bid Size: 30,000 |
1.5100 Ask Size: 30,000 |
BCO BIL.VIZ.ARG.NOM.... | 9.00 - | 2024-12-18 | Call |
Master data
WKN: | HD1TCB |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | BCO BIL.VIZ.ARG.NOM.EO-49 |
Type: | Warrant |
Option type: | Call |
Strike price: | 9.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2024-01-11 |
Last trading day: | 2024-12-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 6.85 |
Leverage: | Yes |
Calculated values
Fair value: | 1.40 |
---|---|
Intrinsic value: | 0.93 |
Implied volatility: | 0.27 |
Historic volatility: | 0.24 |
Parity: | 0.93 |
Time value: | 0.52 |
Break-even: | 10.45 |
Moneyness: | 1.10 |
Premium: | 0.05 |
Premium p.a.: | 0.09 |
Spread abs.: | 0.04 |
Spread %: | 2.84% |
Delta: | 0.76 |
Theta: | 0.00 |
Omega: | 5.18 |
Rho: | 0.04 |
Quote data
Open: | 1.4400 |
---|---|
High: | 1.4900 |
Low: | 1.4400 |
Previous Close: | 1.4400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +2.05% | ||
---|---|---|---|
1 Month | -12.87% | ||
3 Months | +55.21% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.6500 | 1.4400 |
---|---|---|
1M High / 1M Low: | 2.3600 | 1.2800 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.5140 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.7050 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 193.25% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |