UC WAR. CALL 09/24 DUE/ DE000HD4D2J3 /
| 2024-05-31 9:46:37 PM | Chg.-0.0400 | Bid9:59:48 PM | Ask9:59:48 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.3400EUR | -1.18% | 3.3200 Bid Size: 1,000 |
3.6000 Ask Size: 1,000 |
DUERR AG O.N. | 21.00 - | 2024-09-18 | Call |
Master data
| WKN: | HD4D2J |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | DUERR AG O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 21.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2024-04-04 |
| Last trading day: | 2024-09-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.51 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.19 |
|---|---|
| Intrinsic value: | 2.44 |
| Implied volatility: | 0.41 |
| Historic volatility: | 0.31 |
| Parity: | 2.44 |
| Time value: | 1.16 |
| Break-even: | 24.60 |
| Moneyness: | 1.12 |
| Premium: | 0.05 |
| Premium p.a.: | 0.18 |
| Spread abs.: | 0.28 |
| Spread %: | 8.43% |
| Delta: | 0.74 |
| Theta: | -0.01 |
| Omega: | 4.83 |
| Rho: | 0.04 |
Quote data
| Open: | 3.3800 |
|---|---|
| High: | 3.3800 |
| Low: | 3.1800 |
| Previous Close: | 3.3800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -16.71% | ||
|---|---|---|---|
| 1 Month | -5.38% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.0700 | 3.3400 |
|---|---|---|
| 1M High / 1M Low: | 4.8200 | 3.1600 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.6840 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.9009 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 127.58% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
