UC WAR. CALL 12/24 VOL1/ DE000HD2UEP1 /
| 2024-05-23 11:45:19 AM | Chg.+0.0100 | Bid11:49:11 AM | Ask11:49:11 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9300EUR | +1.09% | 0.8600 Bid Size: 4,000 |
0.9100 Ask Size: 4,000 |
Volvo, AB ser. B | 328.5263 SEK | 2024-12-18 | Call |
Master data
| WKN: | HD2UEP |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Volvo, AB ser. B |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 328.53 SEK |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-02-21 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1.03 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 24.81 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.64 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.23 |
| Parity: | -3.95 |
| Time value: | 1.02 |
| Break-even: | 29.25 |
| Moneyness: | 0.86 |
| Premium: | 0.20 |
| Premium p.a.: | 0.37 |
| Spread abs.: | 0.23 |
| Spread %: | 29.11% |
| Delta: | 0.32 |
| Theta: | -0.01 |
| Omega: | 7.96 |
| Rho: | 0.04 |
Quote data
| Open: | 0.9200 |
|---|---|
| High: | 0.9500 |
| Low: | 0.9200 |
| Previous Close: | 0.9200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -3.13% | ||
| 3 Months | +34.78% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9300 | 0.8800 |
|---|---|---|
| 1M High / 1M Low: | 0.9900 | 0.6500 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.9120 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8781 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 149.99% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
