UC WAR. CALL 06/25 OEWA/ DE000HD22034 /
10/15/2024 9:45:03 AM | Chg.+0.0500 | Bid11:24:18 AM | Ask11:24:18 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.0300EUR | +5.10% | 0.9900 Bid Size: 30,000 |
1.0000 Ask Size: 30,000 |
VERBUND AG INH... | 69.2678 EUR | 6/18/2025 | Call |
Master data
WKN: | HD2203 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | VERBUND AG INH. A |
Type: | Warrant |
Option type: | Call |
Strike price: | 69.27 EUR |
Maturity: | 6/18/2025 |
Issue date: | 1/23/2024 |
Last trading day: | 6/17/2025 |
Ratio: | 9.89:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 7.33 |
Leverage: | Yes |
Calculated values
Fair value: | 1.01 |
---|---|
Intrinsic value: | 0.55 |
Implied volatility: | 0.26 |
Historic volatility: | 0.25 |
Parity: | 0.55 |
Time value: | 0.48 |
Break-even: | 79.46 |
Moneyness: | 1.08 |
Premium: | 0.06 |
Premium p.a.: | 0.10 |
Spread abs.: | 0.07 |
Spread %: | 7.29% |
Delta: | 0.71 |
Theta: | -0.01 |
Omega: | 5.22 |
Rho: | 0.29 |
Quote data
Open: | 0.9400 |
---|---|
High: | 1.0300 |
Low: | 0.9400 |
Previous Close: | 0.9800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +15.73% | ||
---|---|---|---|
1 Month | -0.96% | ||
3 Months | -18.25% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.9800 | 0.8900 |
---|---|---|
1M High / 1M Low: | 1.0400 | 0.8900 |
6M High / 6M Low: | 1.4800 | 0.8100 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.9460 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.9624 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.1662 | |
Avg. volume 6M: | 6.2769 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 75.58% | |
Volatility 6M: | 95.01% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |