UC WAR. CALL 12/24 FMNB/ DE000HD1TDN2 /
2024-05-31 9:47:17 PM | Chg.+0.420 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
7.920EUR | +5.60% | 7.870 Bid Size: 1,000 |
8.200 Ask Size: 1,000 |
LEONARDO | 16.00 - | 2024-12-18 | Call |
Master data
WKN: | HD1TDN |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | LEONARDO |
Type: | Warrant |
Option type: | Call |
Strike price: | 16.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2024-01-11 |
Last trading day: | 2024-12-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 2.86 |
Leverage: | Yes |
Calculated values
Fair value: | 7.93 |
---|---|
Intrinsic value: | 7.57 |
Implied volatility: | 0.45 |
Historic volatility: | 0.27 |
Parity: | 7.57 |
Time value: | 0.66 |
Break-even: | 24.23 |
Moneyness: | 1.47 |
Premium: | 0.03 |
Premium p.a.: | 0.05 |
Spread abs.: | 0.33 |
Spread %: | 4.18% |
Delta: | 0.92 |
Theta: | 0.00 |
Omega: | 2.63 |
Rho: | 0.07 |
Quote data
Open: | 7.500 |
---|---|
High: | 7.950 |
Low: | 7.500 |
Previous Close: | 7.500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -1.00% | ||
---|---|---|---|
1 Month | +25.52% | ||
3 Months | +51.15% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 8.000 | 7.350 |
---|---|---|
1M High / 1M Low: | 8.000 | 6.240 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 7.736 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 7.242 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 95.44% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |