UC WAR. CALL 12/24 BSD2/ DE000HD1TEK6 /
| 2024-05-03 9:46:54 PM | Chg.-0.0400 | Bid9:59:07 PM | Ask9:59:07 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7700EUR | -4.94% | 0.7600 Bid Size: 14,000 |
0.7800 Ask Size: 14,000 |
BCO SANTANDER N.EO0,... | 4.00 - | 2024-12-18 | Call |
Master data
| WKN: | HD1TEK |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BCO SANTANDER N.EO0,5 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 4.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-01-11 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.81 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.72 |
|---|---|
| Intrinsic value: | 0.53 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.23 |
| Parity: | 0.53 |
| Time value: | 0.25 |
| Break-even: | 4.78 |
| Moneyness: | 1.13 |
| Premium: | 0.06 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.02 |
| Spread %: | 2.63% |
| Delta: | 0.78 |
| Theta: | 0.00 |
| Omega: | 4.50 |
| Rho: | 0.02 |
Quote data
| Open: | 0.7900 |
|---|---|
| High: | 0.8000 |
| Low: | 0.7700 |
| Previous Close: | 0.8100 |
| Turnover: | 94.8000 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -21.43% | ||
|---|---|---|---|
| 1 Month | -4.94% | ||
| 3 Months | +126.47% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.9900 | 0.7700 |
|---|---|---|
| 1M High / 1M Low: | 0.9900 | 0.5900 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8425 | |
| Avg. volume 1W: | 30 | |
| Avg. price 1M: | 0.7738 | |
| Avg. volume 1M: | 12.8571 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 124.63% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
