UC WAR. CALL 09/24 BMT/ DE000HD0NS23 /
| 2024-08-16 9:46:27 PM | Chg.-0.3900 | Bid9:59:32 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.3600EUR | -8.21% | 4.3300 Bid Size: 1,000 |
- Ask Size: - |
British American Tob... | 24.00 - | 2024-09-18 | Call |
Master data
| WKN: | HD0NS2 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | British American Tobacco PLC ORD 25P |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 24.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-11-13 |
| Last trading day: | 2024-09-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.90 |
| Leverage: | Yes |
Calculated values
| Fair value: | 8.86 |
|---|---|
| Intrinsic value: | 8.78 |
| Implied volatility: | - |
| Historic volatility: | 0.20 |
| Parity: | 8.78 |
| Time value: | -4.03 |
| Break-even: | 28.75 |
| Moneyness: | 1.37 |
| Premium: | -0.12 |
| Premium p.a.: | -0.77 |
| Spread abs.: | 0.05 |
| Spread %: | 1.06% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 4.6200 |
|---|---|
| High: | 4.6200 |
| Low: | 4.3600 |
| Previous Close: | 4.7500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -10.10% | ||
|---|---|---|---|
| 1 Month | +170.81% | ||
| 3 Months | +146.33% | ||
| YTD | +246.03% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.9000 | 4.7500 |
|---|---|---|
| 1M High / 1M Low: | 5.3000 | 1.6100 |
| 6M High / 6M Low: | 5.3000 | 0.8700 |
| High (YTD): | 2024-08-02 | 5.3000 |
| Low (YTD): | 2024-03-08 | 0.8700 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.8280 | |
| Avg. volume 1W: | 1.2000 | |
| Avg. price 1M: | 3.8565 | |
| Avg. volume 1M: | 1.1304 | |
| Avg. price 6M: | 1.7907 | |
| Avg. volume 6M: | 2.5276 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 254.69% | |
| Volatility 6M: | 170.03% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
