UC WAR. CALL 01/26 1YD/ DE000HD5AG43 /
| 12/17/2024 11:40:17 AM | Chg.- | Bid12:06:56 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 13.800EUR | - | 13.760 Bid Size: 4,000 |
- Ask Size: - |
BROADCOM INC. DL... | 115.00 - | 1/14/2026 | Call |
Master data
| WKN: | HD5AG4 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BROADCOM INC. DL-,001 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 115.00 - |
| Maturity: | 1/14/2026 |
| Issue date: | 5/6/2024 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 1.79 |
| Leverage: | Yes |
Calculated values
| Fair value: | 11.43 |
|---|---|
| Intrinsic value: | 10.77 |
| Implied volatility: | 0.81 |
| Historic volatility: | 0.51 |
| Parity: | 10.77 |
| Time value: | 1.69 |
| Break-even: | 239.60 |
| Moneyness: | 1.94 |
| Premium: | 0.08 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.00 |
| Spread %: | 0.00% |
| Delta: | 0.89 |
| Theta: | -0.05 |
| Omega: | 1.60 |
| Rho: | 0.76 |
Quote data
| Open: | 13.190 |
|---|---|
| High: | 13.800 |
| Low: | 13.170 |
| Previous Close: | 13.290 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +122.22% | ||
| 3 Months | +89.30% | ||
| YTD | 0.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 13.800 | 6.210 |
| 6M High / 6M Low: | 13.800 | 3.570 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 9.787 | |
| Avg. volume 1M: | 11.667 | |
| Avg. price 6M: | 5.928 | |
| Avg. volume 6M: | .826 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 376.97% | |
| Volatility 6M: | 145.43% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |