UC WAR. CALL 06/24 IDP/ DE000HD4NAK1 /
| 2024-05-23 11:41:30 AM | Chg.-0.1900 | Bid12:22:14 PM | Ask2024-05-23 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.3200EUR | -7.57% | 2.3500 Bid Size: 2,000 |
- Ask Size: 2,000 |
BIOGEN INC. DL -,000... | 200.00 - | 2024-06-19 | Call |
Master data
| WKN: | HD4NAK |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BIOGEN INC. DL -,0005 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 200.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2024-04-15 |
| Last trading day: | 2024-05-23 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 7.91 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.02 |
|---|---|
| Intrinsic value: | 0.80 |
| Implied volatility: | 0.99 |
| Historic volatility: | 0.21 |
| Parity: | 0.80 |
| Time value: | 1.83 |
| Break-even: | 226.30 |
| Moneyness: | 1.04 |
| Premium: | 0.09 |
| Premium p.a.: | 2.12 |
| Spread abs.: | 0.16 |
| Spread %: | 6.48% |
| Delta: | 0.61 |
| Theta: | -0.41 |
| Omega: | 4.86 |
| Rho: | 0.08 |
Quote data
| Open: | 2.5100 |
|---|---|
| High: | 2.5100 |
| Low: | 2.3200 |
| Previous Close: | 2.5100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -20.27% | ||
|---|---|---|---|
| 1 Month | +166.67% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.9700 | 2.5100 |
|---|---|---|
| 1M High / 1M Low: | 3.3300 | 0.8700 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.7960 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.1695 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 213.60% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
