UC WAR. CALL 12/24 UHR/ DE000HD4YUE9 /
| 2024-05-27 9:45:02 PM | Chg.0.0000 | Bid9:59:13 PM | Ask9:59:13 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3800EUR | 0.00% | 0.3200 Bid Size: 10,000 |
0.4800 Ask Size: 10,000 |
Swatch Group AG | 240.00 - | 2024-12-18 | Call |
Master data
| WKN: | HD4YUE |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Swatch Group AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 240.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-04-24 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 42.66 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.36 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.27 |
| Parity: | -4.81 |
| Time value: | 0.45 |
| Break-even: | 244.50 |
| Moneyness: | 0.80 |
| Premium: | 0.27 |
| Premium p.a.: | 0.54 |
| Spread abs.: | 0.15 |
| Spread %: | 50.00% |
| Delta: | 0.21 |
| Theta: | -0.03 |
| Omega: | 8.91 |
| Rho: | 0.20 |
Quote data
| Open: | 0.3800 |
|---|---|
| High: | 0.3800 |
| Low: | 0.3800 |
| Previous Close: | 0.3800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -32.14% | ||
|---|---|---|---|
| 1 Month | -20.83% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5600 | 0.3800 |
|---|---|---|
| 1M High / 1M Low: | 0.5600 | 0.3800 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4420 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4553 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 143.91% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
