UC WAR. CALL 09/24 JEN/ DE000HD00YV0 /
| 2024-06-03 7:45:40 PM | Chg.+0.400 | Bid7:45:53 PM | Ask7:45:53 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 6.110EUR | +7.01% | 6.040 Bid Size: 2,000 |
6.290 Ask Size: 2,000 |
JENOPTIK AG NA O.N. | 22.00 - | 2024-09-18 | Call |
Master data
| WKN: | HD00YV |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | JENOPTIK AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 22.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-19 |
| Last trading day: | 2024-09-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.57 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.75 |
|---|---|
| Intrinsic value: | 5.38 |
| Implied volatility: | 0.39 |
| Historic volatility: | 0.30 |
| Parity: | 5.38 |
| Time value: | 0.61 |
| Break-even: | 27.99 |
| Moneyness: | 1.24 |
| Premium: | 0.02 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.50 |
| Spread %: | 9.11% |
| Delta: | 0.88 |
| Theta: | -0.01 |
| Omega: | 4.03 |
| Rho: | 0.05 |
Quote data
| Open: | 5.740 |
|---|---|
| High: | 6.110 |
| Low: | 5.740 |
| Previous Close: | 5.710 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -3.17% | ||
|---|---|---|---|
| 1 Month | +49.02% | ||
| 3 Months | -27.43% | ||
| YTD | -17.54% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.310 | 5.400 |
|---|---|---|
| 1M High / 1M Low: | 6.890 | 4.070 |
| 6M High / 6M Low: | 9.460 | 3.620 |
| High (YTD): | 2024-02-22 | 9.460 |
| Low (YTD): | 2024-04-19 | 3.620 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 5.806 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.746 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 6.633 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 183.96% | |
| Volatility 6M: | 122.76% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
