UC WAR. CALL 06/25 WIB/ DE000HD1EGV0 /
| 2024-05-22 3:45:35 PM | Chg.-0.0100 | Bid5:10:09 PM | Ask5:10:09 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.8500EUR | -0.21% | 4.7800 Bid Size: 2,000 |
4.8400 Ask Size: 2,000 |
WIENERBERGER | 35.00 - | 2025-06-18 | Call |
Master data
| WKN: | HD1EGV |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | WIENERBERGER |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 35.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-12-27 |
| Last trading day: | 2025-06-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.01 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.14 |
|---|---|
| Intrinsic value: | 0.42 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.22 |
| Parity: | 0.42 |
| Time value: | 4.63 |
| Break-even: | 40.05 |
| Moneyness: | 1.01 |
| Premium: | 0.13 |
| Premium p.a.: | 0.12 |
| Spread abs.: | 0.28 |
| Spread %: | 5.87% |
| Delta: | 0.63 |
| Theta: | -0.01 |
| Omega: | 4.40 |
| Rho: | 0.18 |
Quote data
| Open: | 4.8600 |
|---|---|
| High: | 4.8600 |
| Low: | 4.7800 |
| Previous Close: | 4.8600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -4.34% | ||
|---|---|---|---|
| 1 Month | +65.53% | ||
| 3 Months | +61.67% | ||
| YTD | +117.49% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.0900 | 4.8600 |
|---|---|---|
| 1M High / 1M Low: | 5.0900 | 2.7200 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-05-16 | 5.0900 |
| Low (YTD): | 2024-01-17 | 1.4300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.9800 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.0957 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 82.33% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
