UC WAR. CALL 06/24 703/ DE000HD029X0 /
| 2024-04-30 9:46:36 PM | Chg.-0.0500 | Bid9:59:02 PM | Ask9:59:02 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7600EUR | -6.17% | 0.7300 Bid Size: 8,000 |
0.7700 Ask Size: 8,000 |
ALFEN N.V. EO -,10 | 35.00 EUR | 2024-06-19 | Call |
Master data
| WKN: | HD029X |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ALFEN N.V. EO -,10 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 35.00 EUR |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-10-20 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.95 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.74 |
|---|---|
| Intrinsic value: | 0.61 |
| Implied volatility: | 0.81 |
| Historic volatility: | 0.61 |
| Parity: | 0.61 |
| Time value: | 0.23 |
| Break-even: | 43.30 |
| Moneyness: | 1.17 |
| Premium: | 0.05 |
| Premium p.a.: | 0.48 |
| Spread abs.: | 0.04 |
| Spread %: | 5.06% |
| Delta: | 0.76 |
| Theta: | -0.04 |
| Omega: | 3.75 |
| Rho: | 0.03 |
Quote data
| Open: | 0.8000 |
|---|---|
| High: | 0.8000 |
| Low: | 0.7400 |
| Previous Close: | 0.8100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +65.22% | ||
|---|---|---|---|
| 1 Month | -53.09% | ||
| 3 Months | -66.96% | ||
| YTD | -72.36% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.8100 | 0.3500 |
|---|---|---|
| 1M High / 1M Low: | 1.3600 | 0.3500 |
| 6M High / 6M Low: | 2.9200 | 0.3500 |
| High (YTD): | 2024-02-14 | 2.9200 |
| Low (YTD): | 2024-04-25 | 0.3500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5020 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8040 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.6214 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 370.35% | |
| Volatility 6M: | 224.41% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
