UC WAR. CALL 06/24 PSM/ DE000HD0UYR9 /
| 2024-06-05 1:46:11 PM | Chg.- | Bid2:15:59 PM | Ask2024-06-05 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9800EUR | - | 0.9900 Bid Size: 45,000 |
- Ask Size: 50,000 |
PROSIEBENSAT.1 NA O... | 6.50 - | 2024-06-19 | Call |
Master data
| WKN: | HD0UYR |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | PROSIEBENSAT.1 NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 6.50 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-11-21 |
| Last trading day: | 2024-06-05 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.33 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.72 |
|---|---|
| Intrinsic value: | 0.69 |
| Implied volatility: | 1.20 |
| Historic volatility: | 0.45 |
| Parity: | 0.69 |
| Time value: | 0.30 |
| Break-even: | 7.48 |
| Moneyness: | 1.11 |
| Premium: | 0.04 |
| Premium p.a.: | 2.80 |
| Spread abs.: | 0.24 |
| Spread %: | 32.43% |
| Delta: | 0.72 |
| Theta: | -0.02 |
| Omega: | 5.30 |
| Rho: | 0.00 |
Quote data
| Open: | 1.0500 |
|---|---|
| High: | 1.0500 |
| Low: | 0.9400 |
| Previous Close: | 1.0500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -5.77% | ||
|---|---|---|---|
| 1 Month | +10.11% | ||
| 3 Months | +24.05% | ||
| YTD | +145.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2300 | 0.9800 |
|---|---|---|
| 1M High / 1M Low: | 1.2300 | 0.6000 |
| 6M High / 6M Low: | 1.5500 | 0.2200 |
| High (YTD): | 2024-04-17 | 1.5500 |
| Low (YTD): | 2024-02-07 | 0.2200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.0867 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9114 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6824 | |
| Avg. volume 6M: | 71.0894 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 249.62% | |
| Volatility 6M: | 250.00% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
