UC TUR.WAR.OP.END. QIA/ DE000HD6EG30 /
| 2024-08-30 5:42:25 PM | Chg.+0.0100 | Bid6:07:52 PM | Ask6:07:52 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7100EUR | +1.43% | 0.6900 Bid Size: 5,000 |
0.7100 Ask Size: 5,000 |
QIAGEN NV | 34.508 EUR | 2078-12-31 | Call |
Master data
| Issuer: | UniCredit |
|---|---|
| WKN: | HD6EG3 |
| Currency: | EUR |
| Underlying: | QIAGEN NV |
| Type: | Knock-out |
| Option type: | Call |
| Strike price: | 34.508 EUR |
| Maturity: | Endless |
| Issue date: | 2024-07-18 |
| Last trading day: | 2078-12-31 |
| Ratio: | 10:1 |
| Exercise type: | Bermuda |
| Quanto: | - |
| Gearing: | 5.73 |
| Knock-out: | 34.508 |
| Knock-out violated on: | - |
| Distance to knock-out: | 6.587 |
| Distance to knock-out %: | 16.03% |
| Distance to strike price: | 6.587 |
| Distance to strike price %: | 16.03% |
Calculated values
| Fair value: | - |
|---|---|
| Implied volatility: | - |
| Historic volatility: | - |
| Parity: | - |
| Time value: | - |
| Break-even: | - |
| Moneyness: | - |
| Premium: | 0.01 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.04 |
| Spread %: | 5.88% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 0.6900 |
|---|---|
| High: | 0.7200 |
| Low: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +2.90% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7100 | 0.6500 |
|---|---|---|
| 1M High / 1M Low: | 0.8100 | 0.6500 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6860 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7374 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 94.31% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
