UC WAR. CALL 03/25 VWSB/ DE000HD70FT6 /
11/09/2024 19:45:20 | Chg.+0.4800 | Bid20:00:00 | Ask20:00:00 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.6800EUR | +21.82% | 2.6800 Bid Size: 2,000 |
2.7900 Ask Size: 2,000 |
- | 160.00 DKK | 19/03/2025 | Call |
Master data
WKN: | HD70FT |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | - |
Type: | Warrant |
Option type: | Call |
Strike price: | 160.00 DKK |
Maturity: | 19/03/2025 |
Issue date: | 08/07/2024 |
Last trading day: | 18/03/2025 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 8.69 |
Leverage: | Yes |
Calculated values
Fair value: | 1.73 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.49 |
Historic volatility: | 0.39 |
Parity: | -1.62 |
Time value: | 2.28 |
Break-even: | 23.72 |
Moneyness: | 0.92 |
Premium: | 0.20 |
Premium p.a.: | 0.41 |
Spread abs.: | 0.17 |
Spread %: | 8.06% |
Delta: | 0.50 |
Theta: | -0.01 |
Omega: | 4.36 |
Rho: | 0.04 |
Quote data
Open: | 2.3900 |
---|---|
High: | 2.8100 |
Low: | 2.3900 |
Previous Close: | 2.2000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +9.39% | ||
---|---|---|---|
1 Month | -27.37% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.5200 | 2.1200 |
---|---|---|
1M High / 1M Low: | 3.1200 | 2.1200 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.3000 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.6109 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 100.24% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |