UC WAR. CALL 03/25 OEWA/ DE000HD5HQN0 /
| 8/16/2024 1:46:05 PM | Chg.-0.0100 | Bid8/16/2024 | Ask8/16/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4000EUR | -2.44% | 0.3900 Bid Size: 90,000 |
0.4000 Ask Size: 90,000 |
VERBUND AG INH... | 85.00 - | 3/19/2025 | Call |
Master data
| WKN: | HD5HQN |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VERBUND AG INH. A |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 85.00 - |
| Maturity: | 3/19/2025 |
| Issue date: | 5/13/2024 |
| Last trading day: | 3/18/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 16.96 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.37 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.27 |
| Parity: | -0.87 |
| Time value: | 0.45 |
| Break-even: | 89.50 |
| Moneyness: | 0.90 |
| Premium: | 0.17 |
| Premium p.a.: | 0.31 |
| Spread abs.: | 0.05 |
| Spread %: | 12.50% |
| Delta: | 0.40 |
| Theta: | -0.02 |
| Omega: | 6.79 |
| Rho: | 0.15 |
Quote data
| Open: | 0.3900 |
|---|---|
| High: | 0.4000 |
| Low: | 0.3900 |
| Previous Close: | 0.4100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -4.76% | ||
| 3 Months | -13.04% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4300 | 0.4000 |
|---|---|---|
| 1M High / 1M Low: | 0.4600 | 0.2900 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4120 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3983 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 190.64% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
