UC WAR. CALL 12/24 VOL1/ DE000HD1T833 /
| 2024-05-23 9:01:07 AM | Chg.0.0000 | Bid9:34:49 AM | Ask9:34:49 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.1600EUR | 0.00% | 2.2400 Bid Size: 2,000 |
2.2900 Ask Size: 2,000 |
Volvo, AB ser. B | 289.8762 SEK | 2024-12-18 | Call |
Master data
| WKN: | HD1T83 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Volvo, AB ser. B |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 289.88 SEK |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-01-11 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1.03 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 11.42 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.84 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.23 |
| Parity: | -0.38 |
| Time value: | 2.23 |
| Break-even: | 27.12 |
| Moneyness: | 0.99 |
| Premium: | 0.10 |
| Premium p.a.: | 0.19 |
| Spread abs.: | 0.23 |
| Spread %: | 11.50% |
| Delta: | 0.56 |
| Theta: | -0.01 |
| Omega: | 6.34 |
| Rho: | 0.07 |
Quote data
| Open: | 2.1600 |
|---|---|
| High: | 2.1600 |
| Low: | 2.1600 |
| Previous Close: | 2.1600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +1.89% | ||
|---|---|---|---|
| 1 Month | +0.47% | ||
| 3 Months | +35.00% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.1700 | 2.0400 |
|---|---|---|
| 1M High / 1M Low: | 2.2200 | 1.6000 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.1160 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.0238 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 117.27% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
