UC WAR. CALL 12/25 1YD/ DE000HD5AFU3 /
| 12/18/2024 11:40:27 AM | Chg.- | Bid12:05:35 PM | Ask12/18/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 11.460EUR | - | 11.470 Bid Size: 4,000 |
- Ask Size: 4,000 |
BROADCOM INC. DL... | 125.00 - | 12/17/2025 | Call |
Master data
| WKN: | HD5AFU |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BROADCOM INC. DL-,001 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 125.00 - |
| Maturity: | 12/17/2025 |
| Issue date: | 5/6/2024 |
| Last trading day: | 12/18/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 1.94 |
| Leverage: | Yes |
Calculated values
| Fair value: | 10.53 |
|---|---|
| Intrinsic value: | 9.77 |
| Implied volatility: | 0.77 |
| Historic volatility: | 0.51 |
| Parity: | 9.77 |
| Time value: | 1.70 |
| Break-even: | 239.70 |
| Moneyness: | 1.78 |
| Premium: | 0.08 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 1.22 |
| Spread %: | 11.90% |
| Delta: | 0.88 |
| Theta: | -0.05 |
| Omega: | 1.71 |
| Rho: | 0.76 |
Quote data
| Open: | 11.530 |
|---|---|
| High: | 11.530 |
| Low: | 11.460 |
| Previous Close: | 11.440 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +111.44% | ||
| 3 Months | +75.50% | ||
| YTD | 0.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 12.380 | 5.420 |
| 6M High / 6M Low: | 12.380 | 3.050 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 9.077 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 5.288 | |
| Avg. volume 6M: | .776 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 418.66% | |
| Volatility 6M: | 157.64% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |