UC WAR. CALL 12/24 RNL/ DE000HD03307 /
| 2024-05-31 9:46:59 PM | Chg.-0.0100 | Bid9:59:26 PM | Ask9:59:26 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.0000EUR | -0.50% | 2.0000 Bid Size: 15,000 |
2.0200 Ask Size: 15,000 |
RENAULT INH. EO... | 35.00 - | 2024-12-18 | Call |
Master data
| WKN: | HD0330 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | RENAULT INH. EO 3,81 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 35.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-10-23 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 2.65 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.94 |
|---|---|
| Intrinsic value: | 1.86 |
| Implied volatility: | 0.51 |
| Historic volatility: | 0.29 |
| Parity: | 1.86 |
| Time value: | 0.16 |
| Break-even: | 55.20 |
| Moneyness: | 1.53 |
| Premium: | 0.03 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.02 |
| Spread %: | 1.00% |
| Delta: | 0.92 |
| Theta: | -0.01 |
| Omega: | 2.43 |
| Rho: | 0.16 |
Quote data
| Open: | 2.0100 |
|---|---|
| High: | 2.0100 |
| Low: | 1.9100 |
| Previous Close: | 2.0100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +20.48% | ||
|---|---|---|---|
| 1 Month | +62.60% | ||
| 3 Months | +217.46% | ||
| YTD | +217.46% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.0100 | 1.6800 |
|---|---|---|
| 1M High / 1M Low: | 2.0100 | 1.3200 |
| 6M High / 6M Low: | 2.0100 | 0.3800 |
| High (YTD): | 2024-05-30 | 2.0100 |
| Low (YTD): | 2024-01-17 | 0.3800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.8860 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.5386 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.9450 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 72.26% | |
| Volatility 6M: | 106.60% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
