UC WAR. CALL 03/25 VAR1/ DE000HD466Z9 /
| 2024-05-17 9:45:59 PM | Chg.+0.1100 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.2600EUR | +2.65% | 4.1200 Bid Size: 2,000 |
4.3100 Ask Size: 2,000 |
VARTA AG O.N. | 10.00 - | 2025-03-19 | Call |
Master data
| WKN: | HD466Z |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VARTA AG O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 10.00 - |
| Maturity: | 2025-03-19 |
| Issue date: | 2024-03-27 |
| Last trading day: | 2025-03-18 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 2.85 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.66 |
|---|---|
| Intrinsic value: | 2.00 |
| Implied volatility: | 0.75 |
| Historic volatility: | 0.59 |
| Parity: | 2.00 |
| Time value: | 2.21 |
| Break-even: | 14.21 |
| Moneyness: | 1.20 |
| Premium: | 0.18 |
| Premium p.a.: | 0.22 |
| Spread abs.: | 0.19 |
| Spread %: | 4.73% |
| Delta: | 0.74 |
| Theta: | 0.00 |
| Omega: | 2.12 |
| Rho: | 0.04 |
Quote data
| Open: | 4.1500 |
|---|---|
| High: | 4.4100 |
| Low: | 4.1500 |
| Previous Close: | 4.1500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +12.40% | ||
|---|---|---|---|
| 1 Month | +146.24% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.1500 | 3.5800 |
|---|---|---|
| 1M High / 1M Low: | 4.4500 | 1.7300 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.8600 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.0152 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 139.64% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
