UC WAR. CALL 09/24 IBE1/ DE000HD0A306 /
| 2024-05-27 11:46:17 AM | Chg.+0.0200 | Bid12:21:55 PM | Ask12:21:55 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2300EUR | +9.52% | 0.2300 Bid Size: 100,000 |
0.2400 Ask Size: 100,000 |
IBERDROLA INH. EO... | 12.50 - | 2024-09-18 | Call |
Master data
| WKN: | HD0A30 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | IBERDROLA INH. EO -,75 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 12.50 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-30 |
| Last trading day: | 2024-09-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 54.64 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.31 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.13 |
| Historic volatility: | 0.17 |
| Parity: | -0.48 |
| Time value: | 0.22 |
| Break-even: | 12.72 |
| Moneyness: | 0.96 |
| Premium: | 0.06 |
| Premium p.a.: | 0.20 |
| Spread abs.: | 0.04 |
| Spread %: | 22.22% |
| Delta: | 0.37 |
| Theta: | 0.00 |
| Omega: | 20.28 |
| Rho: | 0.01 |
Quote data
| Open: | 0.2100 |
|---|---|
| High: | 0.2300 |
| Low: | 0.2100 |
| Previous Close: | 0.2100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -25.81% | ||
|---|---|---|---|
| 1 Month | +35.29% | ||
| 3 Months | +400.00% | ||
| YTD | -43.90% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3300 | 0.2100 |
|---|---|---|
| 1M High / 1M Low: | 0.3700 | 0.1400 |
| 6M High / 6M Low: | 0.4600 | 0.0420 |
| High (YTD): | 2024-01-04 | 0.4600 |
| Low (YTD): | 2024-03-04 | 0.0420 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2800 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2547 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2153 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 247.56% | |
| Volatility 6M: | 231.10% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
