UC WAR. CALL 06/24 CTO/ DE000HD543D2 /
2024-06-04 9:40:52 PM | Chg.+0.790 | Bid9:59:52 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
9.530EUR | +9.04% | 9.980 Bid Size: 2,000 |
- Ask Size: - |
COSTCO WHOLESALE DL... | 720.00 - | 2024-06-19 | Call |
Master data
WKN: | HD543D |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | COSTCO WHOLESALE DL-,005 |
Type: | Warrant |
Option type: | Call |
Strike price: | 720.00 - |
Maturity: | 2024-06-19 |
Issue date: | 2024-04-29 |
Last trading day: | 2024-06-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 8.55 |
Leverage: | Yes |
Calculated values
Fair value: | 3.00 |
---|---|
Intrinsic value: | 2.76 |
Implied volatility: | 1.22 |
Historic volatility: | 0.16 |
Parity: | 2.76 |
Time value: | 5.98 |
Break-even: | 807.40 |
Moneyness: | 1.04 |
Premium: | 0.08 |
Premium p.a.: | 5.51 |
Spread abs.: | -0.17 |
Spread %: | -1.91% |
Delta: | 0.61 |
Theta: | -2.40 |
Omega: | 5.23 |
Rho: | 0.15 |
Quote data
Open: | 8.790 |
---|---|
High: | 9.750 |
Low: | 8.660 |
Previous Close: | 8.740 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +8.54% | ||
---|---|---|---|
1 Month | +143.73% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 9.140 | 8.060 |
---|---|---|
1M High / 1M Low: | 9.140 | 4.390 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 8.652 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 7.310 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 157.99% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |