UC WAR. CALL 12/24 UHR/ DE000HD4YUD1 /
| 2024-05-27 9:45:25 PM | Chg.+0.0600 | Bid9:59:13 PM | Ask9:59:13 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.3500EUR | +2.62% | 2.2900 Bid Size: 3,000 |
2.4500 Ask Size: 3,000 |
Swatch Group AG | 180.00 - | 2024-12-18 | Call |
Master data
| WKN: | HD4YUD |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Swatch Group AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 180.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-04-24 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 8.13 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.41 |
|---|---|
| Intrinsic value: | 1.20 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.27 |
| Parity: | 1.20 |
| Time value: | 1.17 |
| Break-even: | 203.60 |
| Moneyness: | 1.07 |
| Premium: | 0.06 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.15 |
| Spread %: | 6.79% |
| Delta: | 0.70 |
| Theta: | -0.04 |
| Omega: | 5.72 |
| Rho: | 0.63 |
Quote data
| Open: | 2.2900 |
|---|---|
| High: | 2.3500 |
| Low: | 2.2900 |
| Previous Close: | 2.2900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -20.34% | ||
|---|---|---|---|
| 1 Month | -4.47% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.9500 | 2.2700 |
|---|---|---|
| 1M High / 1M Low: | 2.9500 | 2.2700 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.5100 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.4837 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 103.37% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
