UC WAR. CALL 09/24 VAS/ DE000HD0A488 /
| 2024-04-29 9:46:30 PM | Chg.+0.2100 | Bid9:59:44 PM | Ask9:59:44 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.2000EUR | +5.26% | 4.1400 Bid Size: 1,000 |
4.3500 Ask Size: 1,000 |
VOESTALPINE AG | 22.00 EUR | 2024-09-18 | Call |
Master data
| WKN: | HD0A48 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VOESTALPINE AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 22.00 EUR |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-30 |
| Last trading day: | 2024-09-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.29 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.92 |
|---|---|
| Intrinsic value: | 3.30 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.25 |
| Parity: | 3.30 |
| Time value: | 0.72 |
| Break-even: | 26.02 |
| Moneyness: | 1.15 |
| Premium: | 0.03 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.10 |
| Spread %: | 2.55% |
| Delta: | 0.84 |
| Theta: | -0.01 |
| Omega: | 5.29 |
| Rho: | 0.07 |
Quote data
| Open: | 3.9900 |
|---|---|
| High: | 4.2000 |
| Low: | 3.8800 |
| Previous Close: | 3.9900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +10.82% | ||
|---|---|---|---|
| 1 Month | -5.83% | ||
| 3 Months | -36.65% | ||
| YTD | -43.17% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 3.9900 | 3.5300 |
|---|---|---|
| 1M High / 1M Low: | 5.6400 | 3.5300 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-01-02 | 7.3000 |
| Low (YTD): | 2024-03-08 | 3.4800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.7720 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.5316 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 132.31% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
