UC WAR. CALL 06/25 OEWA/ DE000HD22034 /
| 7/26/2024 9:00:52 AM | Chg.+0.0100 | Bid9:01:41 AM | Ask9:01:41 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1300EUR | +0.89% | 1.1400 Bid Size: 15,000 |
1.1700 Ask Size: 15,000 |
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: | 6.38 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.15 |
|---|---|
| Intrinsic value: | 0.53 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.26 |
| Parity: | 0.53 |
| Time value: | 0.65 |
| Break-even: | 80.94 |
| Moneyness: | 1.08 |
| Premium: | 0.09 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.13 |
| Spread %: | 12.38% |
| Delta: | 0.70 |
| Theta: | -0.01 |
| Omega: | 4.48 |
| Rho: | 0.36 |
Quote data
| Open: | 1.1300 |
|---|---|
| High: | 1.1300 |
| Low: | 1.1300 |
| Previous Close: | 1.1200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -5.04% | ||
|---|---|---|---|
| 1 Month | -16.91% | ||
| 3 Months | +39.51% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2600 | 1.1200 |
|---|---|---|
| 1M High / 1M Low: | 1.4800 | 1.1200 |
| 6M High / 6M Low: | 1.4800 | 0.5600 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.2080 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3023 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.0372 | |
| Avg. volume 6M: | 12.5748 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 92.13% | |
| Volatility 6M: | 118.48% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
