UC WAR. CALL 03/25 RAA/ DE000HD4U6D6 /
| 2024-11-07 5:47:03 PM | Chg.-0.1900 | Bid6:30:37 PM | Ask6:30:37 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2300EUR | -45.24% | 0.2200 Bid Size: 20,000 |
0.2600 Ask Size: 20,000 |
RATIONAL AG | 950.00 - | 2025-03-19 | Call |
Master data
| WKN: | HD4U6D |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | RATIONAL AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 950.00 - |
| Maturity: | 2025-03-19 |
| Issue date: | 2024-04-18 |
| Last trading day: | 2025-03-18 |
| Ratio: | 100:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 19.72 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.36 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.27 |
| Parity: | -0.63 |
| Time value: | 0.45 |
| Break-even: | 995.00 |
| Moneyness: | 0.93 |
| Premium: | 0.12 |
| Premium p.a.: | 0.37 |
| Spread abs.: | 0.08 |
| Spread %: | 21.62% |
| Delta: | 0.42 |
| Theta: | -0.27 |
| Omega: | 8.21 |
| Rho: | 1.17 |
Quote data
| Open: | 0.2600 |
|---|---|
| High: | 0.3100 |
| Low: | 0.1900 |
| Previous Close: | 0.4200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -55.77% | ||
|---|---|---|---|
| 1 Month | -61.02% | ||
| 3 Months | -52.08% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5200 | 0.4200 |
|---|---|---|
| 1M High / 1M Low: | 0.6700 | 0.4200 |
| 6M High / 6M Low: | 0.6800 | 0.2000 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4560 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5761 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4706 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 100.37% | |
| Volatility 6M: | 183.98% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
