UC WAR. CALL 03/25 1U1/ DE000HD4D1W8 /
10/11/2024 9:46:34 PM | Chg.-0.0800 | Bid9:59:07 PM | Ask9:59:07 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.7700EUR | -9.41% | 0.5000 Bid Size: 8,000 |
1.0500 Ask Size: 8,000 |
1+1 AG INH O.N. | 18.00 - | 3/19/2025 | Call |
Master data
WKN: | HD4D1W |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | 1+1 AG INH O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 18.00 - |
Maturity: | 3/19/2025 |
Issue date: | 4/4/2024 |
Last trading day: | 3/18/2025 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 13.09 |
Leverage: | Yes |
Calculated values
Fair value: | 0.12 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.63 |
Historic volatility: | 0.29 |
Parity: | -4.26 |
Time value: | 1.05 |
Break-even: | 19.05 |
Moneyness: | 0.76 |
Premium: | 0.39 |
Premium p.a.: | 1.13 |
Spread abs.: | 0.55 |
Spread %: | 110.00% |
Delta: | 0.34 |
Theta: | -0.01 |
Omega: | 4.46 |
Rho: | 0.02 |
Quote data
Open: | 0.7000 |
---|---|
High: | 0.7700 |
Low: | 0.7000 |
Previous Close: | 0.8500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -7.23% | ||
---|---|---|---|
1 Month | -23.00% | ||
3 Months | -53.05% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.8900 | 0.7700 |
---|---|---|
1M High / 1M Low: | 1.0200 | 0.7700 |
6M High / 6M Low: | 2.9800 | 0.5500 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.8440 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.8923 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.6908 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 84.30% | |
Volatility 6M: | 120.24% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |