UC WAR. CALL 07/24 MUV2/ DE000HD4Z9E3 /
2024-05-27 1:41:21 PM | Chg.-0.0500 | Bid1:47:58 PM | Ask1:47:58 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.5000EUR | -3.23% | 1.5000 Bid Size: 30,000 |
1.5100 Ask Size: 30,000 |
MUENCH.RUECKVERS.VNA... | 460.00 - | 2024-07-17 | Call |
Master data
WKN: | HD4Z9E |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | MUENCH.RUECKVERS.VNA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 460.00 - |
Maturity: | 2024-07-17 |
Issue date: | 2024-04-24 |
Last trading day: | 2024-07-16 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 28.52 |
Leverage: | Yes |
Calculated values
Fair value: | 1.43 |
---|---|
Intrinsic value: | 0.21 |
Implied volatility: | 0.20 |
Historic volatility: | 0.17 |
Parity: | 0.21 |
Time value: | 1.41 |
Break-even: | 476.20 |
Moneyness: | 1.00 |
Premium: | 0.03 |
Premium p.a.: | 0.24 |
Spread abs.: | 0.07 |
Spread %: | 4.52% |
Delta: | 0.57 |
Theta: | -0.16 |
Omega: | 16.17 |
Rho: | 0.34 |
Quote data
Open: | 1.5500 |
---|---|
High: | 1.7200 |
Low: | 1.5000 |
Previous Close: | 1.5500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +8.70% | ||
---|---|---|---|
1 Month | +417.24% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.5800 | 1.1800 |
---|---|---|
1M High / 1M Low: | 1.5800 | 0.1300 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.4440 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.8458 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 566.82% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |