UC WAR. CALL 08/24 EOAN/ DE000HD5SPY6 /
| 2024-07-26 1:42:30 PM | Chg.-0.0030 | Bid2:13:58 PM | Ask2:13:58 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0570EUR | -5.00% | 0.0610 Bid Size: 200,000 |
0.0660 Ask Size: 200,000 |
E.ON SE NA O.N. | 13.50 - | 2024-08-14 | Call |
Master data
| WKN: | HD5SPY |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | E.ON SE NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 13.50 - |
| Maturity: | 2024-08-14 |
| Issue date: | 2024-05-22 |
| Last trading day: | 2024-08-13 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 149.30 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.03 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.17 |
| Parity: | -0.66 |
| Time value: | 0.09 |
| Break-even: | 13.59 |
| Moneyness: | 0.95 |
| Premium: | 0.06 |
| Premium p.a.: | 1.96 |
| Spread abs.: | 0.06 |
| Spread %: | 244.00% |
| Delta: | 0.21 |
| Theta: | -0.01 |
| Omega: | 31.40 |
| Rho: | 0.00 |
Quote data
| Open: | 0.0600 |
|---|---|
| High: | 0.0600 |
| Low: | 0.0540 |
| Previous Close: | 0.0600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +16.33% | ||
|---|---|---|---|
| 1 Month | -36.67% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0600 | 0.0340 |
|---|---|---|
| 1M High / 1M Low: | 0.0900 | 0.0310 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0446 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0485 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 400.21% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
