UC WAR. CALL 09/24 VAS/ DE000HD033L7 /
2024-04-29 9:46:27 PM | Chg.+0.0200 | Bid9:59:15 PM | Ask9:59:15 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.9000EUR | +2.27% | 0.8400 Bid Size: 4,000 |
1.0500 Ask Size: 4,000 |
VOESTALPINE AG | 28.00 EUR | 2024-09-18 | Call |
Master data
WKN: | HD033L |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | VOESTALPINE AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 28.00 EUR |
Maturity: | 2024-09-18 |
Issue date: | 2023-10-23 |
Last trading day: | 2024-09-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 27.80 |
Leverage: | Yes |
Calculated values
Fair value: | 0.73 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.28 |
Historic volatility: | 0.25 |
Parity: | -2.70 |
Time value: | 0.91 |
Break-even: | 28.91 |
Moneyness: | 0.90 |
Premium: | 0.14 |
Premium p.a.: | 0.41 |
Spread abs.: | 0.10 |
Spread %: | 12.35% |
Delta: | 0.34 |
Theta: | -0.01 |
Omega: | 9.47 |
Rho: | 0.03 |
Quote data
Open: | 0.8800 |
---|---|
High: | 0.9000 |
Low: | 0.8200 |
Previous Close: | 0.8800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +23.29% | ||
---|---|---|---|
1 Month | -24.37% | ||
3 Months | -63.41% | ||
YTD | -73.76% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - |
1W High / 1W Low: | 0.9000 | 0.7300 |
---|---|---|
1M High / 1M Low: | 1.6600 | 0.7300 |
6M High / 6M Low: | 3.7300 | 0.7300 |
High (YTD): | 2024-01-02 | 3.3300 |
Low (YTD): | 2024-04-23 | 0.7300 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.8100 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.1330 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.9240 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 200.18% | |
Volatility 6M: | 153.12% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |