UC WAR. CALL 06/24 AZ2/  DE000HD53TE5  /

gettex
2024-05-17  9:47:19 PM Chg.+0.0200 Bid9:59:45 PM Ask9:59:45 PM Underlying Strike price Expiration date Option type
0.1600EUR +14.29% 0.1400
Bid Size: 10,000
0.1800
Ask Size: 10,000
ANDRITZ AG 54.00 - 2024-06-19 Call
 

Master data

WKN: HD53TE
Issuer: UniCredit
Currency: EUR
Underlying: ANDRITZ AG
Type: Warrant
Option type: Call
Strike price: 54.00 -
Maturity: 2024-06-19
Issue date: 2024-04-29
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 30.14
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.03
Implied volatility: 0.25
Historic volatility: 0.24
Parity: 0.03
Time value: 0.16
Break-even: 55.80
Moneyness: 1.00
Premium: 0.03
Premium p.a.: 0.38
Spread abs.: 0.04
Spread %: 28.57%
Delta: 0.56
Theta: -0.03
Omega: 16.81
Rho: 0.02
 

Quote data

Open: 0.1400
High: 0.1600
Low: 0.1400
Previous Close: 0.1400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.79%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.1900 0.1400
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.1680
Avg. volume 1W:   0.0000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -