UC WAR. CALL 03/25 OEWA/ DE000HD43J99 /
| 2024-05-22 7:46:17 PM | Chg.+0.1100 | Bid8:00:42 PM | Ask8:00:42 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8300EUR | +15.28% | 0.8100 Bid Size: 6,000 |
0.8400 Ask Size: 6,000 |
VERBUND AG INH... | 79.1632 EUR | 2025-03-19 | Call |
Master data
| WKN: | HD43J9 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VERBUND AG INH. A |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 79.16 EUR |
| Maturity: | 2025-03-19 |
| Issue date: | 2024-03-25 |
| Last trading day: | 2025-03-18 |
| Ratio: | 9.89:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.91 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.64 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.27 |
| Parity: | -0.47 |
| Time value: | 0.76 |
| Break-even: | 86.68 |
| Moneyness: | 0.94 |
| Premium: | 0.16 |
| Premium p.a.: | 0.20 |
| Spread abs.: | 0.05 |
| Spread %: | 7.04% |
| Delta: | 0.52 |
| Theta: | -0.02 |
| Omega: | 5.11 |
| Rho: | 0.25 |
Quote data
| Open: | 0.7200 |
|---|---|
| High: | 0.8300 |
| Low: | 0.7200 |
| Previous Close: | 0.7200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +12.16% | ||
|---|---|---|---|
| 1 Month | +93.02% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7400 | 0.6500 |
|---|---|---|
| 1M High / 1M Low: | 0.7500 | 0.4200 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6940 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5676 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 145.39% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
