UC WAR. CALL 06/24 MTE/ DE000HD18UT4 /
2024-06-07 9:41:02 PM | Chg.+0.1000 | Bid9:59:45 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.3500EUR | +3.08% | 3.3400 Bid Size: 20,000 |
- Ask Size: - |
MICRON TECHN. INC. D... | 95.00 - | 2024-06-19 | Call |
Master data
WKN: | HD18UT |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | MICRON TECHN. INC. DL-,10 |
Type: | Warrant |
Option type: | Call |
Strike price: | 95.00 - |
Maturity: | 2024-06-19 |
Issue date: | 2023-12-11 |
Last trading day: | 2024-06-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 3.65 |
Leverage: | Yes |
Calculated values
Fair value: | 2.63 |
---|---|
Intrinsic value: | 2.62 |
Implied volatility: | 2.28 |
Historic volatility: | 0.33 |
Parity: | 2.62 |
Time value: | 0.70 |
Break-even: | 128.20 |
Moneyness: | 1.28 |
Premium: | 0.06 |
Premium p.a.: | 5.40 |
Spread abs.: | -0.02 |
Spread %: | -0.60% |
Delta: | 0.79 |
Theta: | -0.63 |
Omega: | 2.90 |
Rho: | 0.02 |
Quote data
Open: | 3.2300 |
---|---|
High: | 3.4500 |
Low: | 3.2200 |
Previous Close: | 3.2500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +25.94% | ||
---|---|---|---|
1 Month | +42.55% | ||
3 Months | +225.24% | ||
YTD | +556.86% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.5000 | 2.8800 |
---|---|---|
1M High / 1M Low: | 3.5000 | 2.2400 |
6M High / 6M Low: | - | - |
High (YTD): | 2024-06-05 | 3.5000 |
Low (YTD): | 2024-02-19 | 0.2500 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 3.1940 | |
Avg. volume 1W: | 24.4000 | |
Avg. price 1M: | 2.9791 | |
Avg. volume 1M: | 10.6087 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 140.48% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |