UC WAR. CALL 06/24 FMNB/ DE000HD45ZG3 /
| 2024-05-31 9:46:46 PM | Chg.+0.2800 | Bid9:59:59 PM | Ask9:59:59 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0200EUR | +37.84% | 1.0000 Bid Size: 4,000 |
1.1700 Ask Size: 4,000 |
LEONARDO | 23.00 - | 2024-06-19 | Call |
Master data
| WKN: | HD45ZG |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | LEONARDO |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 23.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2024-03-27 |
| Last trading day: | 2024-06-18 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 20.15 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.92 |
|---|---|
| Intrinsic value: | 0.57 |
| Implied volatility: | 0.40 |
| Historic volatility: | 0.27 |
| Parity: | 0.57 |
| Time value: | 0.60 |
| Break-even: | 24.17 |
| Moneyness: | 1.02 |
| Premium: | 0.03 |
| Premium p.a.: | 0.66 |
| Spread abs.: | 0.17 |
| Spread %: | 17.00% |
| Delta: | 0.63 |
| Theta: | -0.02 |
| Omega: | 12.75 |
| Rho: | 0.01 |
Quote data
| Open: | 0.7400 |
|---|---|
| High: | 1.0500 |
| Low: | 0.7400 |
| Previous Close: | 0.7400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +0.99% | ||
|---|---|---|---|
| 1 Month | +67.21% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.1600 | 0.6800 |
|---|---|---|
| 1M High / 1M Low: | 1.1900 | 0.4900 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.9260 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8514 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 417.62% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
