UC WAR. CALL 09/24 BMW/ DE000HD70B93 /
| 23/07/2024 17:41:43 | Chg.-0.0300 | Bid17:51:40 | Ask17:51:40 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1000EUR | -23.08% | 0.1000 Bid Size: 125,000 |
0.1100 Ask Size: 125,000 |
BAY.MOTOREN WERKE AG... | 98.00 EUR | 18/09/2024 | Call |
Master data
| WKN: | HD70B9 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BAY.MOTOREN WERKE AG ST |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 98.00 EUR |
| Maturity: | 18/09/2024 |
| Issue date: | 08/07/2024 |
| Last trading day: | 17/09/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 56.83 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.10 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.22 |
| Parity: | -0.71 |
| Time value: | 0.16 |
| Break-even: | 99.60 |
| Moneyness: | 0.93 |
| Premium: | 0.10 |
| Premium p.a.: | 0.79 |
| Spread abs.: | 0.03 |
| Spread %: | 23.08% |
| Delta: | 0.28 |
| Theta: | -0.03 |
| Omega: | 15.82 |
| Rho: | 0.04 |
Quote data
| Open: | 0.1300 |
|---|---|
| High: | 0.1300 |
| Low: | 0.1000 |
| Previous Close: | 0.1300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +16.28% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1400 | 0.0860 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1104 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | - | |
| Avg. volume 1M: | - | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | - | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
