UC WAR. CALL 06/25 WIB/ DE000HD1EGU2 /
10/07/2024 09:01:59 | Chg.-0.010 | Bid09:35:09 | Ask09:35:09 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
5.620EUR | -0.18% | 5.470 Bid Size: 2,000 |
5.520 Ask Size: 2,000 |
WIENERBERGER | 30.00 - | 18/06/2025 | Call |
Master data
WKN: | HD1EGU |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | WIENERBERGER |
Type: | Warrant |
Option type: | Call |
Strike price: | 30.00 - |
Maturity: | 18/06/2025 |
Issue date: | 27/12/2023 |
Last trading day: | 17/06/2025 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 5.31 |
Leverage: | Yes |
Calculated values
Fair value: | 4.36 |
---|---|
Intrinsic value: | 1.94 |
Implied volatility: | 0.37 |
Historic volatility: | 0.22 |
Parity: | 1.94 |
Time value: | 4.08 |
Break-even: | 36.02 |
Moneyness: | 1.06 |
Premium: | 0.13 |
Premium p.a.: | 0.14 |
Spread abs.: | 0.26 |
Spread %: | 4.51% |
Delta: | 0.67 |
Theta: | -0.01 |
Omega: | 3.57 |
Rho: | 0.15 |
Quote data
Open: | 5.620 |
---|---|
High: | 5.620 |
Low: | 5.620 |
Previous Close: | 5.630 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -1.40% | ||
---|---|---|---|
1 Month | -17.84% | ||
3 Months | -1.06% | ||
YTD | +40.15% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 5.890 | 5.630 |
---|---|---|
1M High / 1M Low: | 7.250 | 5.420 |
6M High / 6M Low: | 8.070 | 2.820 |
High (YTD): | 15/05/2024 | 8.070 |
Low (YTD): | 17/01/2024 | 2.820 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 5.774 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 6.233 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 5.736 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 57.75% | |
Volatility 6M: | 67.56% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |