UC WAR. CALL 12/24 OEWA/ DE000HD314E6 /
| 2024-05-24 9:46:06 PM | Chg.-0.2300 | Bid9:59:08 PM | Ask9:59:08 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.7900EUR | -11.39% | 1.7800 Bid Size: 4,000 |
1.8300 Ask Size: 4,000 |
VERBUND AG INH... | 59.3724 EUR | 2024-12-18 | Call |
Master data
| WKN: | HD314E |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VERBUND AG INH. A |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 59.37 EUR |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-02-26 |
| Last trading day: | 2024-12-17 |
| Ratio: | 9.89:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.09 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.68 |
|---|---|
| Intrinsic value: | 1.48 |
| Implied volatility: | 0.39 |
| Historic volatility: | 0.27 |
| Parity: | 1.48 |
| Time value: | 0.35 |
| Break-even: | 77.47 |
| Moneyness: | 1.25 |
| Premium: | 0.05 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.05 |
| Spread %: | 2.81% |
| Delta: | 0.83 |
| Theta: | -0.02 |
| Omega: | 3.41 |
| Rho: | 0.25 |
Quote data
| Open: | 2.0200 |
|---|---|
| High: | 2.0200 |
| Low: | 1.7700 |
| Previous Close: | 2.0200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +2.87% | ||
|---|---|---|---|
| 1 Month | +46.72% | ||
| 3 Months | +68.87% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.0200 | 1.7400 |
|---|---|---|
| 1M High / 1M Low: | 2.0200 | 1.2500 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.8600 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.6311 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 114.15% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
