UC WAR. CALL 06/25 VBK/ DE000HD337X7 /
2024-05-03 9:46:48 PM | Chg.+0.160 | Bid9:59:22 PM | Ask9:59:22 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
5.390EUR | +3.06% | 5.130 Bid Size: 1,000 |
5.480 Ask Size: 1,000 |
VERBIO SE INH O.N. | 20.00 - | 2025-06-18 | Call |
Master data
WKN: | HD337X |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | VERBIO SE INH O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 20.00 - |
Maturity: | 2025-06-18 |
Issue date: | 2024-02-27 |
Last trading day: | 2025-06-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 3.69 |
Leverage: | Yes |
Calculated values
Fair value: | 4.83 |
---|---|
Intrinsic value: | 0.20 |
Implied volatility: | 0.60 |
Historic volatility: | 0.52 |
Parity: | 0.20 |
Time value: | 5.28 |
Break-even: | 25.48 |
Moneyness: | 1.01 |
Premium: | 0.26 |
Premium p.a.: | 0.23 |
Spread abs.: | 0.35 |
Spread %: | 6.82% |
Delta: | 0.66 |
Theta: | -0.01 |
Omega: | 2.42 |
Rho: | 0.09 |
Quote data
Open: | 5.250 |
---|---|
High: | 5.430 |
Low: | 5.250 |
Previous Close: | 5.230 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +4.26% | ||
---|---|---|---|
1 Month | -12.36% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - |
1W High / 1W Low: | 5.390 | 5.020 |
---|---|---|
1M High / 1M Low: | 6.150 | 4.640 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 5.202 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 5.157 | |
Avg. volume 1M: | 7.143 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 69.65% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |