UC WAR. CALL 06/24 UHR/ DE000HD4RUA1 /
| 2024-04-30 11:15:31 AM | Chg.+0.0200 | Bid11:44:30 AM | Ask11:44:30 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7300EUR | +2.82% | 0.7000 Bid Size: 30,000 |
0.7400 Ask Size: 30,000 |
Swatch Group AG | 195.00 - | 2024-06-19 | Call |
Master data
| WKN: | HD4RUA |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Swatch Group AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 195.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2024-04-17 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 24.74 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.16 |
|---|---|
| Intrinsic value: | 0.54 |
| Implied volatility: | 0.14 |
| Historic volatility: | 0.27 |
| Parity: | 0.54 |
| Time value: | 0.27 |
| Break-even: | 203.10 |
| Moneyness: | 1.03 |
| Premium: | 0.01 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.19 |
| Spread %: | 30.65% |
| Delta: | 0.74 |
| Theta: | -0.05 |
| Omega: | 18.35 |
| Rho: | 0.19 |
Quote data
| Open: | 0.7100 |
|---|---|
| High: | 0.7300 |
| Low: | 0.7100 |
| Previous Close: | 0.7100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +7.35% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.7100 | 0.5800 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6520 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | - | |
| Avg. volume 1M: | - | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | - | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
