UC DIS.CERT. 09/24 CALL HEN3
/ DE000HD4M5M9
UC DIS.CERT. 09/24 CALL HEN3/ DE000HD4M5M9 /
05/09/2024 15:46:43 |
Chg.-0.380 |
Bid16:09:15 |
Ask16:09:15 |
Underlying |
Strike price |
Expiration date |
Option type |
7.090EUR |
-5.09% |
7.150 Bid Size: 6,000 |
7.210 Ask Size: 6,000 |
HENKEL AG+CO.KGAA VZ... |
75.00 - |
18/09/2024 |
Call |
Master data
WKN: |
HD4M5M |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
HENKEL AG+CO.KGAA VZO |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
75.00 - |
Maturity: |
18/09/2024 |
Issue date: |
12/04/2024 |
Last trading day: |
17/09/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
10.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.60 |
Intrinsic value: |
7.50 |
Implied volatility: |
0.20 |
Historic volatility: |
0.16 |
Parity: |
7.50 |
Time value: |
0.10 |
Break-even: |
82.60 |
Moneyness: |
1.10 |
Premium: |
0.00 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.18 |
Spread %: |
2.43% |
Delta: |
1.00 |
Theta: |
-0.01 |
Omega: |
10.80 |
Rho: |
0.03 |
Quote data
Open: |
7.470 |
High: |
7.470 |
Low: |
7.040 |
Previous Close: |
7.470 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.16% |
1 Month |
|
|
+86.58% |
3 Months |
|
|
-4.58% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.050 |
7.470 |
1M High / 1M Low: |
8.050 |
3.800 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
7.844 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.596 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
122.15% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |