UC WAR. CALL 09/24 OEWA/ DE000HD22026 /
| 2024-05-24 9:47:04 AM | Chg.-0.0400 | Bid11:21:47 AM | Ask11:21:47 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0200EUR | -3.77% | - Bid Size: 35,000 |
- Ask Size: 35,000 |
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: | 7.22 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.96 |
|---|---|
| Intrinsic value: | 0.73 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.27 |
| Parity: | 0.73 |
| Time value: | 0.34 |
| Break-even: | 79.85 |
| Moneyness: | 1.10 |
| Premium: | 0.04 |
| Premium p.a.: | 0.15 |
| Spread abs.: | 0.05 |
| Spread %: | 4.90% |
| Delta: | 0.75 |
| Theta: | -0.03 |
| Omega: | 5.38 |
| Rho: | 0.15 |
Quote data
| Open: | 0.9900 |
|---|---|
| High: | 1.0200 |
| Low: | 0.9900 |
| Previous Close: | 1.0600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +32.47% | ||
|---|---|---|---|
| 1 Month | +100.00% | ||
| 3 Months | +218.75% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0600 | 0.7700 |
|---|---|---|
| 1M High / 1M Low: | 1.0600 | 0.4800 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.9020 | |
| Avg. volume 1W: | 260 | |
| Avg. price 1M: | 0.7157 | |
| Avg. volume 1M: | 61.9048 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 175.43% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
