UC WAR. CALL 09/24 OEWA/ DE000HD22026 /
| 2024-06-03 9:46:57 PM | Chg.+0.0800 | Bid9:59:24 PM | Ask9:59:24 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0600EUR | +8.16% | 1.0500 Bid Size: 4,000 |
1.1000 Ask Size: 4,000 |
VERBUND AG INH... | 69.2678 EUR | 2024-09-18 | Call |
Master data
| WKN: | HD2202 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VERBUND AG INH. A |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 69.27 EUR |
| Maturity: | 2024-09-18 |
| Issue date: | 2024-01-23 |
| Last trading day: | 2024-09-17 |
| Ratio: | 9.89:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.84 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.89 |
|---|---|
| Intrinsic value: | 0.66 |
| Implied volatility: | 0.44 |
| Historic volatility: | 0.27 |
| Parity: | 0.66 |
| Time value: | 0.46 |
| Break-even: | 80.35 |
| Moneyness: | 1.09 |
| Premium: | 0.06 |
| Premium p.a.: | 0.22 |
| Spread abs.: | 0.22 |
| Spread %: | 24.44% |
| Delta: | 0.71 |
| Theta: | -0.03 |
| Omega: | 4.84 |
| Rho: | 0.12 |
Quote data
| Open: | 0.9600 |
|---|---|
| High: | 1.0700 |
| Low: | 0.9600 |
| Previous Close: | 0.9800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +10.42% | ||
|---|---|---|---|
| 1 Month | +55.88% | ||
| 3 Months | +152.38% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9800 | 0.8800 |
|---|---|---|
| 1M High / 1M Low: | 1.0600 | 0.6000 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.9320 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8262 | |
| Avg. volume 1M: | 61.9048 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 187.29% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
