UC INLINE.WAR. 09/24 DB1/ DE000HD40DJ5 /
| 2024-05-31 9:47:16 PM | Chg.-0.550 | Bid9:59:46 PM | Ask9:59:46 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 8.220EUR | -6.27% | 8.020 Bid Size: 1,000 |
8.160 Ask Size: 1,000 |
DEUTSCHE BOERSE NA O... | - - | 2024-09-18 | Call |
Master data
| Issuer: | UniCredit |
|---|---|
| WKN: | HD40DJ |
| Currency: | EUR |
| Underlying: | DEUTSCHE BOERSE NA O.N. |
| Type: | Knock-out |
| Option type: | Call |
| Strike price: | - - |
| Maturity: | 2024-09-18 |
| Issue date: | 2024-03-21 |
| Last trading day: | 2024-09-17 |
| Ratio: | 1:1 |
| Exercise type: | European |
| Quanto: | - |
| Gearing: | 22.44 |
| Knock-out: | 200.00 |
| Knock-out violated on: | - |
| Distance to knock-out: | -17.20 |
| Distance to knock-out %: | -9.41% |
| Distance to strike price: | - |
| Distance to strike price %: | - |
Calculated values
| Fair value: | - |
|---|---|
| Implied volatility: | - |
| Historic volatility: | - |
| Parity: | - |
| Time value: | - |
| Break-even: | - |
| Moneyness: | - |
| Premium: | - |
| Premium p.a.: | - |
| Spread abs.: | 0.14 |
| Spread %: | 1.75% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 8.650 |
|---|---|
| High: | 8.650 |
| Low: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +8.44% | ||
|---|---|---|---|
| 1 Month | -0.12% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 8.930 | 7.910 |
|---|---|---|
| 1M High / 1M Low: | 8.930 | 6.840 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 8.534 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 7.831 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 93.58% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
