UC WAR. CALL 09/24 1U1/ DE000HD4D1U2 /
| 2024-05-21 9:45:55 PM | Chg.-0.0600 | Bid9:59:02 PM | Ask9:59:02 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.6300EUR | -2.23% | 2.5100 Bid Size: 3,000 |
2.6900 Ask Size: 3,000 |
1+1 AG INH O.N. | 16.00 - | 2024-09-18 | Call |
Master data
| WKN: | HD4D1U |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | 1+1 AG INH O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 16.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2024-04-04 |
| Last trading day: | 2024-09-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.34 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.46 |
|---|---|
| Intrinsic value: | 1.74 |
| Implied volatility: | 0.43 |
| Historic volatility: | 0.33 |
| Parity: | 1.74 |
| Time value: | 1.06 |
| Break-even: | 18.80 |
| Moneyness: | 1.11 |
| Premium: | 0.06 |
| Premium p.a.: | 0.19 |
| Spread abs.: | 0.18 |
| Spread %: | 6.87% |
| Delta: | 0.72 |
| Theta: | -0.01 |
| Omega: | 4.58 |
| Rho: | 0.03 |
Quote data
| Open: | 2.7000 |
|---|---|
| High: | 2.7200 |
| Low: | 2.6300 |
| Previous Close: | 2.6900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +34.18% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.6900 | 2.5300 |
|---|---|---|
| 1M High / 1M Low: | 2.6900 | 2.0500 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.5980 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.3575 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 113.64% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
