UC WAR. CALL 07/24 BAYN/ DE000HD62907 /
| 09/07/2024 09:41:47 | Chg.-0.0040 | Bid10:53:27 | Ask10:53:27 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0130EUR | -23.53% | 0.0090 Bid Size: 1.25 mill. |
0.0140 Ask Size: 1.25 mill. |
BAYER AG NA O.N. | 27.00 - | 17/07/2024 | Call |
Master data
| WKN: | HD6290 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BAYER AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 27.00 - |
| Maturity: | 17/07/2024 |
| Issue date: | 03/06/2024 |
| Last trading day: | 16/07/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 144.75 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.01 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.30 |
| Parity: | -0.09 |
| Time value: | 0.02 |
| Break-even: | 27.18 |
| Moneyness: | 0.97 |
| Premium: | 0.04 |
| Premium p.a.: | 5.88 |
| Spread abs.: | 0.01 |
| Spread %: | 63.64% |
| Delta: | 0.24 |
| Theta: | -0.03 |
| Omega: | 35.46 |
| Rho: | 0.00 |
Quote data
| Open: | 0.0160 |
|---|---|
| High: | 0.0160 |
| Low: | 0.0130 |
| Previous Close: | 0.0170 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -38.10% | ||
|---|---|---|---|
| 1 Month | -92.35% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0270 | 0.0170 |
|---|---|---|
| 1M High / 1M Low: | 0.1500 | 0.0170 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0226 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0579 | |
| Avg. volume 1M: | 5,791.9048 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 384.74% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
