UC WAR. CALL 09/24 PRG/ DE000HD0BE64 /
| 2024-05-03 9:41:25 PM | Chg.+0.0200 | Bid9:59:01 PM | Ask9:59:01 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9200EUR | +2.22% | 0.9200 Bid Size: 35,000 |
0.9300 Ask Size: 35,000 |
PROCTER GAMBLE | 160.00 - | 2024-09-18 | Call |
Master data
| WKN: | HD0BE6 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | PROCTER GAMBLE |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 160.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-31 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 16.43 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.28 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.13 |
| Parity: | -0.72 |
| Time value: | 0.93 |
| Break-even: | 169.30 |
| Moneyness: | 0.96 |
| Premium: | 0.11 |
| Premium p.a.: | 0.31 |
| Spread abs.: | 0.01 |
| Spread %: | 1.09% |
| Delta: | 0.47 |
| Theta: | -0.05 |
| Omega: | 7.73 |
| Rho: | 0.23 |
Quote data
| Open: | 0.9000 |
|---|---|
| High: | 0.9200 |
| Low: | 0.8500 |
| Previous Close: | 0.9000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +22.67% | ||
|---|---|---|---|
| 1 Month | +70.37% | ||
| 3 Months | +10.84% | ||
| YTD | +142.11% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.9200 | 0.7300 |
|---|---|---|
| 1M High / 1M Low: | 0.9200 | 0.5000 |
| 6M High / 6M Low: | 0.9200 | 0.3400 |
| High (YTD): | 2024-05-03 | 0.9200 |
| Low (YTD): | 2024-01-22 | 0.4100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8450 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6630 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6529 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 122.13% | |
| Volatility 6M: | 150.77% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
