UC WAR. CALL 03/25 VAS/ DE000HD43JK4 /
| 10/4/2024 9:46:04 PM | Chg.-0.0200 | Bid9:59:01 PM | Ask9:59:01 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9000EUR | -2.17% | 0.4700 Bid Size: 8,000 |
1.2700 Ask Size: 8,000 |
VOESTALPINE AG | 25.00 - | 3/19/2025 | Call |
Master data
| WKN: | HD43JK |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VOESTALPINE AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 25.00 - |
| Maturity: | 3/19/2025 |
| Issue date: | 3/25/2024 |
| Last trading day: | 3/18/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 22.74 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.59 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.25 |
| Parity: | -2.94 |
| Time value: | 0.97 |
| Break-even: | 25.97 |
| Moneyness: | 0.88 |
| Premium: | 0.18 |
| Premium p.a.: | 0.43 |
| Spread abs.: | 0.20 |
| Spread %: | 25.97% |
| Delta: | 0.34 |
| Theta: | -0.01 |
| Omega: | 7.80 |
| Rho: | 0.03 |
Quote data
| Open: | 0.7800 |
|---|---|
| High: | 0.9000 |
| Low: | 0.7800 |
| Previous Close: | 0.9200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -35.25% | ||
|---|---|---|---|
| 1 Month | +16.88% | ||
| 3 Months | -68.97% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.4100 | 0.9200 |
|---|---|---|
| 1M High / 1M Low: | 1.4100 | 0.6000 |
| 6M High / 6M Low: | 4.0100 | 0.6000 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1940 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8495 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.2381 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 238.91% | |
| Volatility 6M: | 145.40% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
