UC WAR. CALL 09/24 D2G/ DE000HD0H277 /
| 2024-06-06 3:47:15 PM | Chg.-0.1500 | Bid4:00:35 PM | Ask4:00:35 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9900EUR | -13.16% | 0.9700 Bid Size: 25,000 |
0.9800 Ask Size: 25,000 |
ORSTED A/S ... | 350.00 - | 2024-09-18 | Call |
Master data
| WKN: | HD0H27 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ORSTED A/S DK 10 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 350.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-11-06 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.40 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.00 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 3.12 |
| Historic volatility: | 0.56 |
| Parity: | -29.46 |
| Time value: | 1.26 |
| Break-even: | 362.60 |
| Moneyness: | 0.16 |
| Premium: | 5.54 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.20 |
| Spread %: | 18.87% |
| Delta: | 0.39 |
| Theta: | -0.17 |
| Omega: | 1.73 |
| Rho: | 0.03 |
Quote data
| Open: | 1.1200 |
|---|---|
| High: | 1.1300 |
| Low: | 0.9900 |
| Previous Close: | 1.1400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -15.38% | ||
|---|---|---|---|
| 1 Month | -11.61% | ||
| 3 Months | +6.45% | ||
| YTD | -3.88% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.1700 | 1.1100 |
|---|---|---|
| 1M High / 1M Low: | 1.3600 | 0.9700 |
| 6M High / 6M Low: | 1.3600 | 0.6500 |
| High (YTD): | 2024-05-10 | 1.3600 |
| Low (YTD): | 2024-03-15 | 0.6500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1420 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1652 | |
| Avg. volume 1M: | 31.5652 | |
| Avg. price 6M: | 1.0008 | |
| Avg. volume 6M: | 5.8080 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 147.85% | |
| Volatility 6M: | 124.77% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
