UC DIS.CERT. 09/24 CALL BAYN
/ DE000HD11JW6
UC DIS.CERT. 09/24 CALL BAYN/ DE000HD11JW6 /
| 2024-07-09 1:45:15 PM |
Chg.-0.0460 |
Bid3:13:33 PM |
Ask3:13:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.0940EUR |
-32.86% |
0.0850
Bid Size: 125,000 |
0.0880
Ask Size: 125,000 |
BAYER AG NA O.N. |
31.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HD11JW |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
31.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-11-30 |
| Last trading day: |
2024-09-17 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
200.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.30 |
| Parity: |
-4.95 |
| Time value: |
0.13 |
| Break-even: |
31.13 |
| Moneyness: |
0.84 |
| Premium: |
0.19 |
| Premium p.a.: |
1.50 |
| Spread abs.: |
0.01 |
| Spread %: |
8.33% |
| Delta: |
0.09 |
| Theta: |
0.00 |
| Omega: |
18.65 |
| Rho: |
0.00 |
Quote data
| Open: |
0.1300 |
| High: |
0.1300 |
| Low: |
0.0940 |
| Previous Close: |
0.1400 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.86% |
| 1 Month |
|
|
-76.50% |
| 3 Months |
|
|
-80.42% |
| YTD |
|
|
-92.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.1500 |
0.1400 |
| 1M High / 1M Low: |
0.3600 |
0.1400 |
| 6M High / 6M Low: |
1.3500 |
0.1400 |
| High (YTD): |
2024-01-09 |
1.3500 |
| Low (YTD): |
2024-07-08 |
0.1400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.1460 |
| Avg. volume 1W: |
|
0.0000 |
| Avg. price 1M: |
|
0.1971 |
| Avg. volume 1M: |
|
0.0000 |
| Avg. price 6M: |
|
0.5314 |
| Avg. volume 6M: |
|
0.0000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
223.70% |
| Volatility 6M: |
|
182.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
