UC WAR. CALL 06/24 AG1/ DE000HD04MA1 /
2024-05-23 11:45:51 AM | Chg.-0.0200 | Bid12:25:18 PM | Ask12:25:18 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.7300EUR | -2.67% | 0.7000 Bid Size: 10,000 |
0.7200 Ask Size: 10,000 |
AUTO1 GROUP SE INH ... | 6.00 - | 2024-06-19 | Call |
Master data
WKN: | HD04MA |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | AUTO1 GROUP SE INH O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 6.00 - |
Maturity: | 2024-06-19 |
Issue date: | 2023-10-24 |
Last trading day: | 2024-06-18 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 6.30 |
Leverage: | Yes |
Calculated values
Fair value: | 0.79 |
---|---|
Intrinsic value: | 0.61 |
Implied volatility: | 1.02 |
Historic volatility: | 0.59 |
Parity: | 0.61 |
Time value: | 0.44 |
Break-even: | 7.05 |
Moneyness: | 1.10 |
Premium: | 0.07 |
Premium p.a.: | 1.39 |
Spread abs.: | 0.32 |
Spread %: | 43.84% |
Delta: | 0.69 |
Theta: | -0.01 |
Omega: | 4.35 |
Rho: | 0.00 |
Quote data
Open: | 0.7500 |
---|---|
High: | 0.7500 |
Low: | 0.7300 |
Previous Close: | 0.7500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -30.48% | ||
---|---|---|---|
1 Month | +421.43% | ||
3 Months | +1203.57% | ||
YTD | -41.60% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.0500 | 0.7500 |
---|---|---|
1M High / 1M Low: | 1.6300 | 0.0910 |
6M High / 6M Low: | 1.6300 | 0.0010 |
High (YTD): | 2024-05-14 | 1.6300 |
Low (YTD): | 2024-03-11 | 0.0010 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.8620 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.6167 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.3903 | |
Avg. volume 6M: | 32.9032 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 1,597.02% | |
Volatility 6M: | 5,066.95% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |