UC WAR. CALL 03/25 BYG/ DE000HD77YD6 /
| 06/11/2024 15:46:33 | Chg.-0.0060 | Bid18:46:42 | Ask18:46:42 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0240EUR | -20.00% | 0.0170 Bid Size: 60,000 |
0.0530 Ask Size: 60,000 |
Bouygues | 36.00 EUR | 19/03/2025 | Call |
Master data
| WKN: | HD77YD |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Bouygues |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 36.00 EUR |
| Maturity: | 19/03/2025 |
| Issue date: | 22/07/2024 |
| Last trading day: | 18/03/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 49.79 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.02 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.20 |
| Parity: | -0.56 |
| Time value: | 0.06 |
| Break-even: | 36.61 |
| Moneyness: | 0.84 |
| Premium: | 0.21 |
| Premium p.a.: | 0.67 |
| Spread abs.: | 0.04 |
| Spread %: | 144.00% |
| Delta: | 0.21 |
| Theta: | -0.01 |
| Omega: | 10.64 |
| Rho: | 0.02 |
Quote data
| Open: | 0.0180 |
|---|---|
| High: | 0.0260 |
| Low: | 0.0180 |
| Previous Close: | 0.0300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +41.18% | ||
|---|---|---|---|
| 1 Month | -14.29% | ||
| 3 Months | -70.37% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0300 | 0.0170 |
|---|---|---|
| 1M High / 1M Low: | 0.0330 | 0.0170 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0218 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0253 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 252.98% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
