UC WAR. CALL 09/24 1NBA/ DE000HD03117 /
| 2024-06-05 9:45:27 PM | Chg.0.0000 | Bid9:59:37 PM | Ask9:59:37 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4200EUR | 0.00% | 0.3700 Bid Size: 10,000 |
0.4800 Ask Size: 10,000 |
ANHEUSER-BUSCH INBEV | 55.00 EUR | 2024-09-18 | Call |
Master data
| WKN: | HD0311 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ANHEUSER-BUSCH INBEV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 55.00 EUR |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-23 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 13.28 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.37 |
|---|---|
| Intrinsic value: | 0.21 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.18 |
| Parity: | 0.21 |
| Time value: | 0.22 |
| Break-even: | 59.30 |
| Moneyness: | 1.04 |
| Premium: | 0.04 |
| Premium p.a.: | 0.14 |
| Spread abs.: | 0.03 |
| Spread %: | 7.50% |
| Delta: | 0.67 |
| Theta: | -0.02 |
| Omega: | 8.94 |
| Rho: | 0.10 |
Quote data
| Open: | 0.4200 |
|---|---|
| High: | 0.4200 |
| Low: | 0.3900 |
| Previous Close: | 0.4200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -10.64% | ||
|---|---|---|---|
| 1 Month | +16.67% | ||
| 3 Months | +5.00% | ||
| YTD | -39.13% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4700 | 0.4200 |
|---|---|---|
| 1M High / 1M Low: | 0.8200 | 0.3600 |
| 6M High / 6M Low: | 0.8200 | 0.2700 |
| High (YTD): | 2024-05-17 | 0.8200 |
| Low (YTD): | 2024-04-18 | 0.2700 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4480 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5913 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5444 | |
| Avg. volume 6M: | 4.0080 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 175.16% | |
| Volatility 6M: | 124.31% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
