UC WAR. CALL 03/25 OEWA/ DE000HD4FBV2 /
| 2024-05-22 7:45:05 PM | Chg.+0.1800 | Bid8:00:42 PM | Ask8:00:42 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.0800EUR | +9.47% | 2.0600 Bid Size: 4,000 |
2.0900 Ask Size: 4,000 |
VERBUND AG INH... | 59.3724 EUR | 2025-03-19 | Call |
Master data
| WKN: | HD4FBV |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VERBUND AG INH. A |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 59.37 EUR |
| Maturity: | 2025-03-19 |
| Issue date: | 2024-04-08 |
| Last trading day: | 2025-03-18 |
| Ratio: | 9.89:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.88 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.83 |
|---|---|
| Intrinsic value: | 1.53 |
| Implied volatility: | 0.34 |
| Historic volatility: | 0.27 |
| Parity: | 1.53 |
| Time value: | 0.41 |
| Break-even: | 78.56 |
| Moneyness: | 1.25 |
| Premium: | 0.05 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.05 |
| Spread %: | 2.65% |
| Delta: | 0.84 |
| Theta: | -0.01 |
| Omega: | 3.26 |
| Rho: | 0.36 |
Quote data
| Open: | 1.9100 |
|---|---|
| High: | 2.0800 |
| Low: | 1.9100 |
| Previous Close: | 1.9000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +7.77% | ||
|---|---|---|---|
| 1 Month | +52.94% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.9300 | 1.7900 |
|---|---|---|
| 1M High / 1M Low: | 1.9400 | 1.3500 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.8560 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.6243 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 85.73% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
