UC WAR. CALL 06/24 MUV2/ DE000HD5DBN1 /
| 2024-05-23 3:41:54 PM | Chg.-0.2900 | Bid4:37:31 PM | Ask4:37:31 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.1600EUR | -8.41% | 2.9700 Bid Size: 25,000 |
2.9800 Ask Size: 25,000 |
MUENCH.RUECKVERS.VNA... | 430.00 - | 2024-06-19 | Call |
Master data
| WKN: | HD5DBN |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | MUENCH.RUECKVERS.VNA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 430.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2024-05-08 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 12.37 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.32 |
|---|---|
| Intrinsic value: | 3.15 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.17 |
| Parity: | 3.15 |
| Time value: | 0.58 |
| Break-even: | 467.30 |
| Moneyness: | 1.07 |
| Premium: | 0.01 |
| Premium p.a.: | 0.18 |
| Spread abs.: | 0.28 |
| Spread %: | 8.12% |
| Delta: | 0.81 |
| Theta: | -0.24 |
| Omega: | 9.98 |
| Rho: | 0.25 |
Quote data
| Open: | 3.5300 |
|---|---|
| High: | 3.5600 |
| Low: | 3.1600 |
| Previous Close: | 3.4500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +12.46% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.4500 | 2.8100 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.1940 | |
| 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: | - |
