UC WAR. CALL 03/25 VAS/ DE000HD43JK4 /
| 05/07/2024 21:47:10 | Chg.+0.0500 | Bid21:59:59 | Ask21:59:59 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.9500EUR | +1.72% | 2.8100 Bid Size: 2,000 |
3.0400 Ask Size: 2,000 |
VOESTALPINE AG | 25.00 - | 19/03/2025 | Call |
Master data
| WKN: | HD43JK |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VOESTALPINE AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 25.00 - |
| Maturity: | 19/03/2025 |
| Issue date: | 25/03/2024 |
| Last trading day: | 18/03/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.34 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.77 |
|---|---|
| Intrinsic value: | 0.78 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.24 |
| Parity: | 0.78 |
| Time value: | 2.31 |
| Break-even: | 28.09 |
| Moneyness: | 1.03 |
| Premium: | 0.09 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.23 |
| Spread %: | 8.04% |
| Delta: | 0.64 |
| Theta: | -0.01 |
| Omega: | 5.34 |
| Rho: | 0.09 |
Quote data
| Open: | 2.9000 |
|---|---|
| High: | 2.9700 |
| Low: | 2.9000 |
| Previous Close: | 2.9000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +10.49% | ||
|---|---|---|---|
| 1 Month | -9.23% | ||
| 3 Months | -23.38% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.9500 | 2.5900 |
|---|---|---|
| 1M High / 1M Low: | 3.2500 | 2.4500 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.7820 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.8018 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 86.06% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
