UC WAR. CALL 12/24 VWSB/ DE000HD034W2 /
| 2024-05-13 7:45:40 PM | Chg.+0.100 | Bid9:11:31 PM | Ask9:11:31 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 7.040EUR | +1.44% | 7.020 Bid Size: 500 |
7.100 Ask Size: 500 |
- | 150.00 DKK | 2024-12-18 | Call |
Master data
| WKN: | HD034W |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | - |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 150.00 DKK |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-10-23 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 3.63 |
| Leverage: | Yes |
Calculated values
| Fair value: | 6.58 |
|---|---|
| Intrinsic value: | 5.46 |
| Implied volatility: | 0.47 |
| Historic volatility: | 0.38 |
| Parity: | 5.46 |
| Time value: | 1.59 |
| Break-even: | 27.16 |
| Moneyness: | 1.27 |
| Premium: | 0.06 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.13 |
| Spread %: | 1.88% |
| Delta: | 0.82 |
| Theta: | -0.01 |
| Omega: | 2.96 |
| Rho: | 0.08 |
Quote data
| Open: | 7.090 |
|---|---|
| High: | 7.100 |
| Low: | 6.920 |
| Previous Close: | 6.940 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +18.32% | ||
|---|---|---|---|
| 1 Month | +16.75% | ||
| 3 Months | -1.68% | ||
| YTD | -32.18% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.940 | 5.950 |
|---|---|---|
| 1M High / 1M Low: | 6.940 | 5.650 |
| 6M High / 6M Low: | 10.390 | 5.650 |
| High (YTD): | 2024-01-02 | 9.780 |
| Low (YTD): | 2024-04-18 | 5.650 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 6.644 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 6.202 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 7.403 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 95.98% | |
| Volatility 6M: | 80.85% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
