UC WAR. CALL 12/24 VAS/ DE000HD033M5 /
2024-05-17 1:46:56 PM | Chg.+0.1000 | Bid2:48:09 PM | Ask2:48:09 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.4500EUR | +7.41% | 1.4300 Bid Size: 10,000 |
1.4700 Ask Size: 10,000 |
VOESTALPINE AG | 28.00 - | 2024-12-18 | Call |
Master data
WKN: | HD033M |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | VOESTALPINE AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 28.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2023-10-23 |
Last trading day: | 2024-12-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 18.11 |
Leverage: | Yes |
Calculated values
Fair value: | 1.34 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.26 |
Historic volatility: | 0.24 |
Parity: | -2.10 |
Time value: | 1.43 |
Break-even: | 29.43 |
Moneyness: | 0.93 |
Premium: | 0.14 |
Premium p.a.: | 0.24 |
Spread abs.: | 0.18 |
Spread %: | 14.40% |
Delta: | 0.43 |
Theta: | -0.01 |
Omega: | 7.74 |
Rho: | 0.06 |
Quote data
Open: | 1.3600 |
---|---|
High: | 1.4500 |
Low: | 1.3600 |
Previous Close: | 1.3500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +12.40% | ||
---|---|---|---|
1 Month | +16.94% | ||
3 Months | -25.64% | ||
YTD | -62.53% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.3500 | 1.2200 |
---|---|---|
1M High / 1M Low: | 1.4800 | 1.1000 |
6M High / 6M Low: | 4.1300 | 1.1000 |
High (YTD): | 2024-01-02 | 3.7700 |
Low (YTD): | 2024-05-08 | 1.1000 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.2920 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.2886 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 2.2872 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 129.55% | |
Volatility 6M: | 116.74% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |