UC WAR. CALL 06/24 76J/ DE000HD544W0 /
| 2024-06-06 1:40:36 PM | Chg.- | Bid2:54:49 PM | Ask2024-06-06 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1600EUR | - | 0.1600 Bid Size: 10,000 |
- Ask Size: 10,000 |
Global Foundries Inc | 48.00 - | 2024-06-19 | Call |
Master data
| WKN: | HD544W |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Global Foundries Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 48.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2024-04-29 |
| Last trading day: | 2024-06-07 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 21.40 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.03 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 1.01 |
| Historic volatility: | 0.36 |
| Parity: | -0.31 |
| Time value: | 0.21 |
| Break-even: | 50.10 |
| Moneyness: | 0.94 |
| Premium: | 0.12 |
| Premium p.a.: | 26.46 |
| Spread abs.: | 0.03 |
| Spread %: | 16.67% |
| Delta: | 0.40 |
| Theta: | -0.13 |
| Omega: | 8.49 |
| Rho: | 0.01 |
Quote data
| Open: | 0.1800 |
|---|---|
| High: | 0.1800 |
| Low: | 0.1600 |
| Previous Close: | 0.1800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -20.00% | ||
|---|---|---|---|
| 1 Month | -73.77% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2000 | 0.1400 |
|---|---|---|
| 1M High / 1M Low: | 0.7100 | 0.1400 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1720 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4152 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 291.89% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
