UC DIS.CERT. 09/24 CALL BAYN
/ DE000HD10EU3
UC DIS.CERT. 09/24 CALL BAYN/ DE000HD10EU3 /
| 2024-08-02 9:47:08 PM |
Chg.+0.0100 |
Bid2024-08-02 |
Ask2024-08-02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.1400EUR |
+7.69% |
0.1300
Bid Size: 15,000 |
0.1400
Ask Size: 15,000 |
BAYER AG NA O.N. |
32.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HD10EU |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-11-28 |
| Last trading day: |
2024-09-17 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
209.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.31 |
| Parity: |
-4.73 |
| Time value: |
0.13 |
| Break-even: |
32.13 |
| Moneyness: |
0.85 |
| Premium: |
0.18 |
| Premium p.a.: |
2.57 |
| Spread abs.: |
0.01 |
| Spread %: |
8.33% |
| Delta: |
0.09 |
| Theta: |
-0.01 |
| Omega: |
19.77 |
| Rho: |
0.00 |
Quote data
| Open: |
0.1000 |
| High: |
0.1500 |
| Low: |
0.1000 |
| Previous Close: |
0.1300 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.65% |
| 1 Month |
|
|
+40.00% |
| 3 Months |
|
|
-66.67% |
| YTD |
|
|
-87.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.1700 |
0.1300 |
| 1M High / 1M Low: |
0.1800 |
0.0640 |
| 6M High / 6M Low: |
0.6500 |
0.0640 |
| High (YTD): |
2024-01-09 |
1.2600 |
| Low (YTD): |
2024-07-09 |
0.0640 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.1540 |
| Avg. volume 1W: |
|
0.0000 |
| Avg. price 1M: |
|
0.1241 |
| Avg. volume 1M: |
|
130.4348 |
| Avg. price 6M: |
|
0.3265 |
| Avg. volume 6M: |
|
27.5591 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
310.45% |
| Volatility 6M: |
|
226.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
