UC WAR. CALL 12/24 VAS/ DE000HD033M5 /
| 2024-04-29 9:46:59 PM | Chg.+0.0200 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.3900EUR | +1.46% | 1.3400 Bid Size: 3,000 |
1.5500 Ask Size: 3,000 |
VOESTALPINE AG | 28.00 EUR | 2024-12-18 | Call |
Master data
| WKN: | HD033M |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VOESTALPINE AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 28.00 EUR |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-10-23 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 18.07 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.21 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.25 |
| Parity: | -2.70 |
| Time value: | 1.40 |
| Break-even: | 29.40 |
| Moneyness: | 0.90 |
| Premium: | 0.16 |
| Premium p.a.: | 0.27 |
| Spread abs.: | 0.10 |
| Spread %: | 7.69% |
| Delta: | 0.40 |
| Theta: | -0.01 |
| Omega: | 7.28 |
| Rho: | 0.06 |
Quote data
| Open: | 1.3700 |
|---|---|
| High: | 1.3900 |
| Low: | 1.3100 |
| Previous Close: | 1.3700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +8.59% | ||
|---|---|---|---|
| 1 Month | -16.77% | ||
| 3 Months | -56.43% | ||
| YTD | -64.08% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 1.3700 | 1.1800 |
|---|---|---|
| 1M High / 1M Low: | 2.1500 | 1.1800 |
| 6M High / 6M Low: | 4.1300 | 1.1800 |
| High (YTD): | 2024-01-02 | 3.7700 |
| Low (YTD): | 2024-04-23 | 1.1800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.2620 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.6316 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.3869 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 160.31% | |
| Volatility 6M: | 120.83% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
