UC WAR. CALL 06/24 VBK/ DE000HD1YHT0 /
| 2024-05-17 9:46:25 PM | Chg.-0.8000 | Bid9:59:01 PM | Ask9:59:01 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.6000EUR | -33.33% | 1.5000 Bid Size: 3,000 |
1.8600 Ask Size: 3,000 |
VERBIO SE INH O.N. | 20.00 - | 2024-06-19 | Call |
Master data
| WKN: | HD1YHT |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VERBIO SE INH O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 20.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2024-01-18 |
| Last trading day: | 2024-06-18 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 11.17 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.75 |
|---|---|
| Intrinsic value: | 0.78 |
| Implied volatility: | 0.58 |
| Historic volatility: | 0.53 |
| Parity: | 0.78 |
| Time value: | 1.08 |
| Break-even: | 21.86 |
| Moneyness: | 1.04 |
| Premium: | 0.05 |
| Premium p.a.: | 0.78 |
| Spread abs.: | 0.36 |
| Spread %: | 24.00% |
| Delta: | 0.63 |
| Theta: | -0.02 |
| Omega: | 7.02 |
| Rho: | 0.01 |
Quote data
| Open: | 2.4000 |
|---|---|
| High: | 2.4000 |
| Low: | 1.6000 |
| Previous Close: | 2.4000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -11.60% | ||
|---|---|---|---|
| 1 Month | -1.84% | ||
| 3 Months | -53.76% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.2600 | 1.6000 |
|---|---|---|
| 1M High / 1M Low: | 3.2600 | 1.4700 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.4540 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.8938 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 331.01% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
