UC WAR. CALL 09/24 IDP/ DE000HD4NAL9 /
2024-06-04 9:40:01 PM | Chg.+0.3100 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.7700EUR | +8.96% | 3.7900 Bid Size: 4,000 |
3.8100 Ask Size: 4,000 |
BIOGEN INC. DL -,000... | 200.00 - | 2024-09-18 | Call |
Master data
WKN: | HD4NAL |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | BIOGEN INC. DL -,0005 |
Type: | Warrant |
Option type: | Call |
Strike price: | 200.00 - |
Maturity: | 2024-09-18 |
Issue date: | 2024-04-15 |
Last trading day: | 2024-09-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 6.18 |
Leverage: | Yes |
Calculated values
Fair value: | 1.73 |
---|---|
Intrinsic value: | 1.07 |
Implied volatility: | 0.62 |
Historic volatility: | 0.22 |
Parity: | 1.07 |
Time value: | 2.34 |
Break-even: | 234.10 |
Moneyness: | 1.05 |
Premium: | 0.11 |
Premium p.a.: | 0.44 |
Spread abs.: | 0.02 |
Spread %: | 0.59% |
Delta: | 0.64 |
Theta: | -0.14 |
Omega: | 3.95 |
Rho: | 0.29 |
Quote data
Open: | 3.4600 |
---|---|
High: | 3.7700 |
Low: | 3.3400 |
Previous Close: | 3.4600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +55.79% | ||
---|---|---|---|
1 Month | +40.67% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.7700 | 2.4200 |
---|---|---|
1M High / 1M Low: | 3.9300 | 2.4200 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 3.0700 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 3.1109 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 133.53% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |