UC WAR. CALL 09/24 BYG/ DE000HD031N7 /
| 2024-04-30 9:46:24 PM | Chg.-0.3300 | Bid9:59:00 PM | Ask9:59:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.1500EUR | -7.37% | 4.0300 Bid Size: 1,000 |
4.1500 Ask Size: 1,000 |
Bouygues | 32.00 EUR | 2024-09-18 | Call |
Master data
| WKN: | HD031N |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Bouygues |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 32.00 EUR |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-23 |
| Last trading day: | 2024-09-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.34 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.56 |
|---|---|
| Intrinsic value: | 2.61 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.19 |
| Parity: | 2.61 |
| Time value: | 1.54 |
| Break-even: | 36.15 |
| Moneyness: | 1.08 |
| Premium: | 0.04 |
| Premium p.a.: | 0.12 |
| Spread abs.: | 0.12 |
| Spread %: | 2.98% |
| Delta: | 0.73 |
| Theta: | -0.01 |
| Omega: | 6.12 |
| Rho: | 0.08 |
Quote data
| Open: | 4.2600 |
|---|---|
| High: | 4.3800 |
| Low: | 4.1500 |
| Previous Close: | 4.4800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -7.57% | ||
|---|---|---|---|
| 1 Month | -32.08% | ||
| 3 Months | +30.91% | ||
| YTD | +12.47% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 4.4900 | 3.9900 |
|---|---|---|
| 1M High / 1M Low: | 6.0100 | 3.9900 |
| 6M High / 6M Low: | 6.3300 | 2.4200 |
| High (YTD): | 2024-03-21 | 6.3300 |
| Low (YTD): | 2024-02-08 | 2.4200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.3020 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.5724 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 4.3118 | |
| Avg. volume 6M: | 1.4400 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 110.32% | |
| Volatility 6M: | 123.03% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
