UC WAR. CALL 08/24 BAYN/ DE000HD5WCR0 /
| 31/07/2024 13:41:12 | Chg.- | Bid15:18:54 | Ask31/07/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0070EUR | - | 0.0050 Bid Size: 1.25 mill. |
- Ask Size: 1.25 mill. |
BAYER AG NA O.N. | 31.00 - | 14/08/2024 | Call |
Master data
| WKN: | HD5WCR |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BAYER AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 31.00 - |
| Maturity: | 14/08/2024 |
| Issue date: | 27/05/2024 |
| Last trading day: | 01/08/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 209.77 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.00 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.54 |
| Historic volatility: | 0.31 |
| Parity: | -0.37 |
| Time value: | 0.01 |
| Break-even: | 31.13 |
| Moneyness: | 0.88 |
| Premium: | 0.14 |
| Premium p.a.: | 55.08 |
| Spread abs.: | 0.01 |
| Spread %: | 160.00% |
| Delta: | 0.11 |
| Theta: | -0.02 |
| Omega: | 22.21 |
| Rho: | 0.00 |
Quote data
| Open: | 0.0070 |
|---|---|
| High: | 0.0080 |
| Low: | 0.0070 |
| Previous Close: | 0.0080 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -41.67% | ||
|---|---|---|---|
| 1 Month | -30.00% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0090 | 0.0070 |
|---|---|---|
| 1M High / 1M Low: | 0.0120 | 0.0070 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0080 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0103 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 138.08% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
