UC WAR. CALL 06/25 BNR/ DE000HD4D278 /
| 2024-09-02 9:40:45 AM | Chg.-0.0100 | Bid2024-09-02 | Ask2024-09-02 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1200EUR | -7.69% | 0.1200 Bid Size: 125,000 |
0.1300 Ask Size: 125,000 |
BRENNTAG SE NA O.N. | 85.00 - | 2025-06-18 | Call |
Master data
| WKN: | HD4D27 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BRENNTAG SE NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 85.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2024-04-04 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 44.81 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.07 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.19 |
| Parity: | -1.78 |
| Time value: | 0.15 |
| Break-even: | 86.50 |
| Moneyness: | 0.79 |
| Premium: | 0.29 |
| Premium p.a.: | 0.38 |
| Spread abs.: | 0.05 |
| Spread %: | 50.00% |
| Delta: | 0.20 |
| Theta: | -0.01 |
| Omega: | 9.04 |
| Rho: | 0.10 |
Quote data
| Open: | 0.1100 |
|---|---|
| High: | 0.1200 |
| Low: | 0.1100 |
| Previous Close: | 0.1300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +33.33% | ||
|---|---|---|---|
| 1 Month | +9.09% | ||
| 3 Months | -29.41% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1300 | 0.0900 |
|---|---|---|
| 1M High / 1M Low: | 0.1300 | 0.0680 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1180 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0984 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 188.47% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
