UC WAR. CALL 05/24 RHM/ DE000HD3XX05 /
2024-05-03 9:40:29 PM | Chg.+1.1600 | Bid9:59:41 PM | Ask9:59:41 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.3300EUR | +99.15% | 2.1800 Bid Size: 2,000 |
2.3000 Ask Size: 2,000 |
RHEINMETALL AG | 520.00 EUR | 2024-05-15 | Call |
Master data
WKN: | HD3XX0 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | RHEINMETALL AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 520.00 EUR |
Maturity: | 2024-05-15 |
Issue date: | 2024-03-20 |
Last trading day: | 2024-05-14 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 42.00 |
Leverage: | Yes |
Calculated values
Fair value: | 0.75 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.41 |
Historic volatility: | 0.28 |
Parity: | -0.76 |
Time value: | 1.22 |
Break-even: | 532.20 |
Moneyness: | 0.99 |
Premium: | 0.04 |
Premium p.a.: | 2.17 |
Spread abs.: | 0.11 |
Spread %: | 9.91% |
Delta: | 0.44 |
Theta: | -0.65 |
Omega: | 18.63 |
Rho: | 0.07 |
Quote data
Open: | 1.3800 |
---|---|
High: | 2.4100 |
Low: | 1.3200 |
Previous Close: | 1.1700 |
Turnover: | 440 |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +15.35% | ||
---|---|---|---|
1 Month | -34.55% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - |
1W High / 1W Low: | 2.0200 | 1.1700 |
---|---|---|
1M High / 1M Low: | 5.4600 | 1.1700 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.6825 | |
Avg. volume 1W: | 506.7500 | |
Avg. price 1M: | 2.9976 | |
Avg. volume 1M: | 777.3333 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 322.51% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |