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: | - |