UC WAR. CALL 09/24 OEWA/ DE000HD2M372 /
| 2024-05-22 9:45:07 PM | Chg.+0.1700 | Bid9:59:35 PM | Ask9:59:35 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.4000EUR | +13.82% | 1.3700 Bid Size: 3,000 |
1.5800 Ask Size: 3,000 |
VERBUND AG INH... | 64.3201 EUR | 2024-09-18 | Call |
Master data
| WKN: | HD2M37 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VERBUND AG INH. A |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 64.32 EUR |
| Maturity: | 2024-09-18 |
| Issue date: | 2024-02-12 |
| Last trading day: | 2024-09-17 |
| Ratio: | 9.89:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.93 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.19 |
|---|---|
| Intrinsic value: | 1.03 |
| Implied volatility: | 0.34 |
| Historic volatility: | 0.27 |
| Parity: | 1.03 |
| Time value: | 0.24 |
| Break-even: | 76.88 |
| Moneyness: | 1.16 |
| Premium: | 0.03 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.05 |
| Spread %: | 4.10% |
| Delta: | 0.82 |
| Theta: | -0.02 |
| Omega: | 4.85 |
| Rho: | 0.16 |
Quote data
| Open: | 1.2300 |
|---|---|
| High: | 1.4000 |
| Low: | 1.2300 |
| Previous Close: | 1.2300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +23.89% | ||
|---|---|---|---|
| 1 Month | +84.21% | ||
| 3 Months | +180.00% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.4000 | 1.1200 |
|---|---|---|
| 1M High / 1M Low: | 1.4000 | 0.7400 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.2140 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0105 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 141.35% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
