UC WAR. CALL 09/24 IBE1/ DE000HD5HMZ3 /
| 2024-05-23 7:46:16 PM | Chg.-0.0900 | Bid8:03:31 PM | Ask8:03:31 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3600EUR | -20.00% | 0.3400 Bid Size: 12,000 |
0.3600 Ask Size: 12,000 |
IBERDROLA INH. EO... | 12.20 - | 2024-09-18 | Call |
Master data
| WKN: | HD5HMZ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | IBERDROLA INH. EO -,75 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 12.20 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2024-05-13 |
| Last trading day: | 2024-09-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 26.13 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.58 |
|---|---|
| Intrinsic value: | 0.08 |
| Implied volatility: | 0.12 |
| Historic volatility: | 0.17 |
| Parity: | 0.08 |
| Time value: | 0.39 |
| Break-even: | 12.67 |
| Moneyness: | 1.01 |
| Premium: | 0.03 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.04 |
| Spread %: | 9.30% |
| Delta: | 0.62 |
| Theta: | 0.00 |
| Omega: | 16.15 |
| Rho: | 0.02 |
Quote data
| Open: | 0.4500 |
|---|---|
| High: | 0.4500 |
| Low: | 0.3600 |
| Previous Close: | 0.4500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -30.77% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5200 | 0.4500 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4720 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | - | |
| Avg. volume 1M: | - | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | - | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
