UC WAR. CALL 03/25 BMT/ DE000HD4FHF2 /
27/09/2024 09:45:36 | Chg.+0.0500 | Bid11:13:17 | Ask11:13:17 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.5500EUR | +3.33% | 1.5400 Bid Size: 20,000 |
1.5600 Ask Size: 20,000 |
BRIT.AMER.TOBACCO L... | 28.00 - | 19/03/2025 | Call |
Master data
WKN: | HD4FHF |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | BRIT.AMER.TOBACCO LS-,25 |
Type: | Warrant |
Option type: | Call |
Strike price: | 28.00 - |
Maturity: | 19/03/2025 |
Issue date: | 08/04/2024 |
Last trading day: | 18/03/2025 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 21.08 |
Leverage: | Yes |
Calculated values
Fair value: | 6.06 |
---|---|
Intrinsic value: | 5.51 |
Implied volatility: | - |
Historic volatility: | 0.19 |
Parity: | 5.51 |
Time value: | -3.92 |
Break-even: | 29.59 |
Moneyness: | 1.20 |
Premium: | -0.12 |
Premium p.a.: | -0.23 |
Spread abs.: | 0.12 |
Spread %: | 8.16% |
Delta: | - |
Theta: | - |
Omega: | - |
Rho: | - |
Quote data
Open: | 1.4800 |
---|---|
High: | 1.5500 |
Low: | 1.4800 |
Previous Close: | 1.5000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +4.03% | ||
---|---|---|---|
1 Month | +4.73% | ||
3 Months | +187.04% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.7100 | 1.4900 |
---|---|---|
1M High / 1M Low: | 2.9600 | 1.4800 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.6080 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.0691 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 153.21% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |