UC WAR. CALL 06/24 SZG/ DE000HD0B916 /
2024-05-22 11:45:06 AM | Chg.-0.3900 | Bid11:51:33 AM | Ask11:51:33 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.9000EUR | -30.23% | 0.8700 Bid Size: 15,000 |
0.9100 Ask Size: 15,000 |
SALZGITTER AG O.N. | 22.00 - | 2024-06-19 | Call |
Master data
WKN: | HD0B91 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | SALZGITTER AG O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 22.00 - |
Maturity: | 2024-06-19 |
Issue date: | 2023-11-01 |
Last trading day: | 2024-06-18 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 16.80 |
Leverage: | Yes |
Calculated values
Fair value: | 1.52 |
---|---|
Intrinsic value: | 1.02 |
Implied volatility: | 0.28 |
Historic volatility: | 0.35 |
Parity: | 1.02 |
Time value: | 0.35 |
Break-even: | 23.37 |
Moneyness: | 1.05 |
Premium: | 0.02 |
Premium p.a.: | 0.22 |
Spread abs.: | 0.22 |
Spread %: | 19.13% |
Delta: | 0.74 |
Theta: | -0.01 |
Omega: | 12.51 |
Rho: | 0.01 |
Quote data
Open: | 1.1500 |
---|---|
High: | 1.1500 |
Low: | 0.9000 |
Previous Close: | 1.2900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -10.89% | ||
---|---|---|---|
1 Month | -63.41% | ||
3 Months | -75.21% | ||
YTD | -87.29% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.8000 | 1.0100 |
---|---|---|
1M High / 1M Low: | 3.3000 | 0.9500 |
6M High / 6M Low: | 8.1700 | 0.9500 |
High (YTD): | 2024-01-02 | 6.7600 |
Low (YTD): | 2024-05-13 | 0.9500 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.2720 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.8457 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 4.2135 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 424.38% | |
Volatility 6M: | 207.13% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |