UC WAR. CALL 06/25 ARRD/ DE000HD4VU17 /
2024-09-10 3:46:25 PM | Chg.-0.0300 | Bid4:11:05 PM | Ask4:11:05 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.3400EUR | -8.11% | 0.3100 Bid Size: 80,000 |
0.3200 Ask Size: 80,000 |
ARCELORMITTAL S.A. N... | 28.00 - | 2025-06-18 | Call |
Master data
WKN: | HD4VU1 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ARCELORMITTAL S.A. NOUV. |
Type: | Warrant |
Option type: | Call |
Strike price: | 28.00 - |
Maturity: | 2025-06-18 |
Issue date: | 2024-04-22 |
Last trading day: | 2025-06-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 60.35 |
Leverage: | Yes |
Calculated values
Fair value: | 0.86 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.18 |
Historic volatility: | 0.25 |
Parity: | -4.47 |
Time value: | 0.39 |
Break-even: | 28.39 |
Moneyness: | 0.84 |
Premium: | 0.21 |
Premium p.a.: | 0.28 |
Spread abs.: | 0.05 |
Spread %: | 14.71% |
Delta: | 0.20 |
Theta: | 0.00 |
Omega: | 12.10 |
Rho: | 0.03 |
Quote data
Open: | 0.3100 |
---|---|
High: | 0.3500 |
Low: | 0.3100 |
Previous Close: | 0.3700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | -20.93% | ||
3 Months | -76.71% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.3800 | 0.3400 |
---|---|---|
1M High / 1M Low: | 0.5000 | 0.3400 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.3640 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.4090 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 158.51% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |