UC WAR. CALL 09/24 WIB/ DE000HD0ZWH3 /
| 2024-05-21 9:46:12 PM | Chg.-0.0800 | Bid9:59:27 PM | Ask9:59:27 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.5500EUR | -2.20% | 3.4600 Bid Size: 1,000 |
3.7400 Ask Size: 1,000 |
WIENERBERGER | 34.00 - | 2024-09-18 | Call |
Master data
| WKN: | HD0ZWH |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | WIENERBERGER |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 34.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-11-27 |
| Last trading day: | 2024-09-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.57 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.82 |
|---|---|
| Intrinsic value: | 1.42 |
| Implied volatility: | 0.34 |
| Historic volatility: | 0.22 |
| Parity: | 1.42 |
| Time value: | 2.28 |
| Break-even: | 37.70 |
| Moneyness: | 1.04 |
| Premium: | 0.06 |
| Premium p.a.: | 0.21 |
| Spread abs.: | 0.28 |
| Spread %: | 8.19% |
| Delta: | 0.64 |
| Theta: | -0.01 |
| Omega: | 6.17 |
| Rho: | 0.06 |
Quote data
| Open: | 3.6300 |
|---|---|
| High: | 3.7300 |
| Low: | 3.5500 |
| Previous Close: | 3.6300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -5.08% | ||
|---|---|---|---|
| 1 Month | +119.14% | ||
| 3 Months | +82.05% | ||
| YTD | +159.12% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.7400 | 3.4800 |
|---|---|---|
| 1M High / 1M Low: | 3.7400 | 1.5000 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-05-15 | 3.7400 |
| Low (YTD): | 2024-01-17 | 0.7200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.6120 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.8457 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 144.44% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
