UC WAR. CALL 03/25 VAS/ DE000HD43JN8 /
2024-04-29 9:45:58 PM | Chg.+0.0100 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.4300EUR | +2.38% | 0.2900 Bid Size: 10,000 |
0.7000 Ask Size: 10,000 |
VOESTALPINE AG | 35.00 - | 2025-03-19 | Call |
Master data
WKN: | HD43JN |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | VOESTALPINE AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 35.00 - |
Maturity: | 2025-03-19 |
Issue date: | 2024-03-25 |
Last trading day: | 2025-03-18 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 50.60 |
Leverage: | Yes |
Calculated values
Fair value: | 0.34 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.28 |
Historic volatility: | 0.25 |
Parity: | -9.70 |
Time value: | 0.50 |
Break-even: | 35.50 |
Moneyness: | 0.72 |
Premium: | 0.40 |
Premium p.a.: | 0.46 |
Spread abs.: | 0.20 |
Spread %: | 66.67% |
Delta: | 0.16 |
Theta: | 0.00 |
Omega: | 8.17 |
Rho: | 0.03 |
Quote data
Open: | 0.4200 |
---|---|
High: | 0.4300 |
Low: | 0.4200 |
Previous Close: | 0.4200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +16.22% | ||
---|---|---|---|
1 Month | -41.10% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - |
1W High / 1W Low: | 0.4200 | 0.3700 |
---|---|---|
1M High / 1M Low: | 0.9300 | 0.3700 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.4000 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.6011 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 189.94% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |