UC WAR. CALL 03/25 OEWA/ DE000HD4FBV2 /
2024-05-17 9:46:20 PM | Chg.-0.0100 | Bid9:59:20 PM | Ask9:59:20 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.7900EUR | -0.56% | 1.7700 Bid Size: 4,000 |
1.8200 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: | 4.02 |
Leverage: | Yes |
Calculated values
Fair value: | 1.65 |
---|---|
Intrinsic value: | 1.31 |
Implied volatility: | 0.37 |
Historic volatility: | 0.27 |
Parity: | 1.31 |
Time value: | 0.51 |
Break-even: | 77.37 |
Moneyness: | 1.22 |
Premium: | 0.07 |
Premium p.a.: | 0.08 |
Spread abs.: | 0.05 |
Spread %: | 2.82% |
Delta: | 0.80 |
Theta: | -0.02 |
Omega: | 3.23 |
Rho: | 0.33 |
Quote data
Open: | 1.8000 |
---|---|
High: | 1.8100 |
Low: | 1.7800 |
Previous Close: | 1.8000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +4.68% | ||
---|---|---|---|
1 Month | +33.58% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.9400 | 1.6800 |
---|---|---|
1M High / 1M Low: | 1.9400 | 1.3400 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.8280 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.5743 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 85.82% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |