UC WAR. CALL 06/24 WAF/ DE000HD4YU14 /
| 2024-05-31 9:46:38 AM | Chg.-0.0800 | Bid11:33:35 AM | Ask11:33:35 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1600EUR | -33.33% | 0.1700 Bid Size: 40,000 |
0.1800 Ask Size: 40,000 |
SILTRONIC AG NA O.N. | 75.00 - | 2024-06-19 | Call |
Master data
| WKN: | HD4YU1 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SILTRONIC AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 75.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2024-04-24 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 22.09 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.23 |
|---|---|
| Intrinsic value: | 0.01 |
| Implied volatility: | 0.48 |
| Historic volatility: | 0.32 |
| Parity: | 0.01 |
| Time value: | 0.33 |
| Break-even: | 78.40 |
| Moneyness: | 1.00 |
| Premium: | 0.04 |
| Premium p.a.: | 1.28 |
| Spread abs.: | 0.23 |
| Spread %: | 209.09% |
| Delta: | 0.53 |
| Theta: | -0.09 |
| Omega: | 11.79 |
| Rho: | 0.02 |
Quote data
| Open: | 0.2300 |
|---|---|
| High: | 0.2300 |
| Low: | 0.1600 |
| Previous Close: | 0.2400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -42.86% | ||
|---|---|---|---|
| 1 Month | -51.52% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3000 | 0.2300 |
|---|---|---|
| 1M High / 1M Low: | 0.3800 | 0.2200 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2680 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2809 | |
| Avg. volume 1M: | 31.8182 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 254.66% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
