UC WAR. CALL 12/24 VBK/ DE000HD21HW9 /
| 2024-04-30 9:46:27 PM | Chg.-0.1400 | Bid9:59:01 PM | Ask9:59:01 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.6200EUR | -3.72% | 3.3400 Bid Size: 1,000 |
3.7300 Ask Size: 1,000 |
VERBIO SE INH O.N. | 20.00 - | 2024-12-18 | Call |
Master data
| WKN: | HD21HW |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VERBIO SE INH O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 20.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-01-23 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.26 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.28 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.60 |
| Historic volatility: | 0.52 |
| Parity: | -0.38 |
| Time value: | 3.73 |
| Break-even: | 23.73 |
| Moneyness: | 0.98 |
| Premium: | 0.21 |
| Premium p.a.: | 0.35 |
| Spread abs.: | 0.39 |
| Spread %: | 11.68% |
| Delta: | 0.60 |
| Theta: | -0.01 |
| Omega: | 3.15 |
| Rho: | 0.05 |
Quote data
| Open: | 3.7600 |
|---|---|
| High: | 3.7600 |
| Low: | 3.5300 |
| Previous Close: | 3.7600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.95% | ||
|---|---|---|---|
| 1 Month | -23.79% | ||
| 3 Months | -21.81% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 3.7700 | 3.5000 |
|---|---|---|
| 1M High / 1M Low: | 4.7500 | 3.2800 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.6760 | |
| Avg. volume 1W: | 26 | |
| Avg. price 1M: | 3.8195 | |
| Avg. volume 1M: | 180 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 95.66% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
