UC WAR. CALL 05/24 CBK/ DE000HD3NDD2 /
| 2024-05-03 9:41:29 PM | Chg.-0.2000 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.2600EUR | -8.13% | 2.2600 Bid Size: 10,000 |
2.3000 Ask Size: 10,000 |
COMMERZBANK AG | 11.50 EUR | 2024-05-15 | Call |
Master data
| WKN: | HD3NDD |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | COMMERZBANK AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 11.50 EUR |
| Maturity: | 2024-05-15 |
| Issue date: | 2024-03-13 |
| Last trading day: | 2024-05-14 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.97 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.23 |
|---|---|
| Intrinsic value: | 2.22 |
| Implied volatility: | 0.76 |
| Historic volatility: | 0.29 |
| Parity: | 2.22 |
| Time value: | 0.08 |
| Break-even: | 13.80 |
| Moneyness: | 1.19 |
| Premium: | 0.01 |
| Premium p.a.: | 0.21 |
| Spread abs.: | 0.04 |
| Spread %: | 1.77% |
| Delta: | 0.92 |
| Theta: | -0.01 |
| Omega: | 5.50 |
| Rho: | 0.00 |
Quote data
| Open: | 2.6600 |
|---|---|
| High: | 2.6600 |
| Low: | 2.2500 |
| Previous Close: | 2.4600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -15.36% | ||
|---|---|---|---|
| 1 Month | +20.86% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 2.4800 | 2.2600 |
|---|---|---|
| 1M High / 1M Low: | 2.6700 | 1.4200 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.3750 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.0440 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 154.34% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
