UC WAR. CALL 03/25 TNE5/ DE000HD43HQ5 /
| 2024-09-27 11:45:20 AM | Chg.- | Bid1:12:26 PM | Ask2024-09-27 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6800EUR | - | 0.6700 Bid Size: 80,000 |
- Ask Size: 80,000 |
TELEFONICA INH. ... | 3.80 - | 2025-03-19 | Call |
Master data
| WKN: | HD43HQ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | TELEFONICA INH. EO 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 3.80 - |
| Maturity: | 2025-03-19 |
| Issue date: | 2024-03-25 |
| Last trading day: | 2024-09-27 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.38 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.67 |
|---|---|
| Intrinsic value: | 0.60 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.17 |
| Parity: | 0.60 |
| Time value: | 0.09 |
| Break-even: | 4.49 |
| Moneyness: | 1.16 |
| Premium: | 0.02 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.06 |
| Spread %: | 9.52% |
| Delta: | 0.89 |
| Theta: | 0.00 |
| Omega: | 5.65 |
| Rho: | 0.01 |
Quote data
| Open: | 0.6500 |
|---|---|
| High: | 0.6800 |
| Low: | 0.6500 |
| Previous Close: | 0.6700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +33.33% | ||
| 3 Months | +65.85% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 0.6800 | 0.5100 |
| 6M High / 6M Low: | 0.6800 | 0.3000 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 0.6100 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4595 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 87.63% | |
| Volatility 6M: | 109.94% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
