UC WAR. CALL 03/25 TNE5/ DE000HD77ZK8 /
2024-10-11 5:46:00 PM | Chg.-0.0200 | Bid2024-10-11 | Ask2024-10-11 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1800EUR | -10.00% | 0.1800 Bid Size: 40,000 |
0.1900 Ask Size: 40,000 |
TELEFONICA INH. ... | 4.40 EUR | 2025-03-19 | Call |
Master data
WKN: | HD77ZK |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | TELEFONICA INH. EO 1 |
Type: | Warrant |
Option type: | Call |
Strike price: | 4.40 EUR |
Maturity: | 2025-03-19 |
Issue date: | 2024-07-22 |
Last trading day: | 2025-03-18 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 21.05 |
Leverage: | Yes |
Calculated values
Fair value: | 0.24 |
---|---|
Intrinsic value: | 0.02 |
Implied volatility: | 0.14 |
Historic volatility: | 0.17 |
Parity: | 0.02 |
Time value: | 0.19 |
Break-even: | 4.61 |
Moneyness: | 1.00 |
Premium: | 0.04 |
Premium p.a.: | 0.10 |
Spread abs.: | 0.03 |
Spread %: | 16.67% |
Delta: | 0.60 |
Theta: | 0.00 |
Omega: | 12.58 |
Rho: | 0.01 |
Quote data
Open: | 0.1700 |
---|---|
High: | 0.1800 |
Low: | 0.1700 |
Previous Close: | 0.2000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +5.88% | ||
---|---|---|---|
1 Month | +50.00% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.2000 | 0.1700 |
---|---|---|
1M High / 1M Low: | 0.2100 | 0.1200 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.1860 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1745 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 137.59% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |