UC WAR. CALL 09/24 IDP/ DE000HD4NAL9 /
| 2024-05-31 9:41:12 PM | Chg.+0.3600 | Bid9:58:30 PM | Ask9:58:30 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.0300EUR | +13.48% | 3.0700 Bid Size: 3,000 |
3.0900 Ask Size: 3,000 |
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: | 7.31 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.25 |
|---|---|
| Intrinsic value: | 0.32 |
| Implied volatility: | 0.57 |
| Historic volatility: | 0.22 |
| Parity: | 0.32 |
| Time value: | 2.46 |
| Break-even: | 227.80 |
| Moneyness: | 1.02 |
| Premium: | 0.12 |
| Premium p.a.: | 0.46 |
| Spread abs.: | 0.08 |
| Spread %: | 2.96% |
| Delta: | 0.60 |
| Theta: | -0.12 |
| Omega: | 4.36 |
| Rho: | 0.28 |
Quote data
| Open: | 2.6700 |
|---|---|
| High: | 3.0500 |
| Low: | 2.6700 |
| Previous Close: | 2.6700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +14.77% | ||
|---|---|---|---|
| 1 Month | +20.24% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.0300 | 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: | 2.6660 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.0155 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 129.97% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
