UC WAR. CALL 09/24 BNR/ DE000HD5XGV1 /
| 9/3/2024 5:40:39 PM | Chg.+0.0100 | Bid7:09:46 PM | Ask7:09:46 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2800EUR | +3.70% | 0.2400 Bid Size: 15,000 |
0.2700 Ask Size: 15,000 |
BRENNTAG SE NA O.N. | 65.00 - | 9/18/2024 | Call |
Master data
| WKN: | HD5XGV |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BRENNTAG SE NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 65.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 5/28/2024 |
| Last trading day: | 9/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 21.72 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.27 |
|---|---|
| Intrinsic value: | 0.23 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.19 |
| Parity: | 0.23 |
| Time value: | 0.08 |
| Break-even: | 68.10 |
| Moneyness: | 1.04 |
| Premium: | 0.01 |
| Premium p.a.: | 0.31 |
| Spread abs.: | 0.05 |
| Spread %: | 19.23% |
| Delta: | 0.74 |
| Theta: | -0.05 |
| Omega: | 16.05 |
| Rho: | 0.02 |
Quote data
| Open: | 0.2600 |
|---|---|
| High: | 0.3900 |
| Low: | 0.2600 |
| Previous Close: | 0.2700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +21.74% | ||
|---|---|---|---|
| 1 Month | 0.00% | ||
| 3 Months | -17.65% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3000 | 0.2300 |
|---|---|---|
| 1M High / 1M Low: | 0.3000 | 0.0930 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2760 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1825 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 369.22% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
