UC WAR. CALL 12/24 BSD2/ DE000HD1YJX8 /
2024-05-02 9:46:57 AM | Chg.+0.0100 | Bid9:47:28 AM | Ask9:47:28 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.2100EUR | +0.83% | 1.2100 Bid Size: 80,000 |
1.2200 Ask Size: 80,000 |
BCO SANTANDER N.EO0,... | 3.50 - | 2024-12-18 | Call |
Master data
WKN: | HD1YJX |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | BCO SANTANDER N.EO0,5 |
Type: | Warrant |
Option type: | Call |
Strike price: | 3.50 - |
Maturity: | 2024-12-18 |
Issue date: | 2024-01-18 |
Last trading day: | 2024-12-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 3.84 |
Leverage: | Yes |
Calculated values
Fair value: | 1.17 |
---|---|
Intrinsic value: | 1.07 |
Implied volatility: | 0.27 |
Historic volatility: | 0.23 |
Parity: | 1.07 |
Time value: | 0.12 |
Break-even: | 4.69 |
Moneyness: | 1.31 |
Premium: | 0.03 |
Premium p.a.: | 0.04 |
Spread abs.: | 0.02 |
Spread %: | 1.71% |
Delta: | 0.93 |
Theta: | 0.00 |
Omega: | 3.58 |
Rho: | 0.02 |
Quote data
Open: | 1.2400 |
---|---|
High: | 1.2400 |
Low: | 1.2100 |
Previous Close: | 1.2000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -6.20% | ||
---|---|---|---|
1 Month | +10.00% | ||
3 Months | +98.36% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - |
1W High / 1W Low: | 1.4100 | 1.2000 |
---|---|---|
1M High / 1M Low: | 1.4100 | 0.9400 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.3250 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.1590 | |
Avg. volume 1M: | 36.9524 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 101.42% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |