UC WAR. CALL 06/24 BEI/ DE000HB9NPP9 /
| 2024-05-10 1:40:29 PM | Chg.- | Bid2:26:25 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.6900EUR | - | 3.6900 Bid Size: 30,000 |
- Ask Size: - |
BEIERSDORF AG O.N. | 110.00 - | 2024-06-19 | Call |
Master data
| WKN: | HB9NPP |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BEIERSDORF AG O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 110.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2022-08-31 |
| Last trading day: | 2024-05-13 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.91 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.46 |
|---|---|
| Intrinsic value: | 3.44 |
| Implied volatility: | 1.15 |
| Historic volatility: | 0.14 |
| Parity: | 3.44 |
| Time value: | 0.26 |
| Break-even: | 146.90 |
| Moneyness: | 1.31 |
| Premium: | 0.02 |
| Premium p.a.: | 0.43 |
| Spread abs.: | -0.05 |
| Spread %: | -1.34% |
| Delta: | 0.88 |
| Theta: | -0.21 |
| Omega: | 3.46 |
| Rho: | 0.04 |
Quote data
| Open: | 3.6300 |
|---|---|
| High: | 3.6900 |
| Low: | 3.6300 |
| Previous Close: | 3.6100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +11.82% | ||
| 3 Months | +55.04% | ||
| YTD | +33.70% | ||
| 1 Year | +92.19% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 3.6900 | 3.3000 |
| 6M High / 6M Low: | 3.6900 | 1.9600 |
| High (YTD): | 2024-05-10 | 3.6900 |
| Low (YTD): | 2024-04-09 | 1.9600 |
| 52W High: | 2024-05-10 | 3.6900 |
| 52W Low: | 2023-07-20 | 1.3000 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 3.4814 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.7083 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 2.1856 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 23.83% | |
| Volatility 6M: | 72.68% | |
| Volatility 1Y: | 75.69% | |
| Volatility 3Y: | - |
