UC WAR. CALL 09/24 BNR/ DE000HD76K54 /
| 2024-09-02 8:02:21 AM | Chg.-0.0800 | Bid8:31:11 AM | Ask8:31:11 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4000EUR | -16.67% | 0.3900 Bid Size: 8,000 |
0.4800 Ask Size: 8,000 |
BRENNTAG SE NA O.N. | 63.00 EUR | 2024-09-18 | Call |
Master data
| WKN: | HD76K5 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BRENNTAG SE NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 63.00 EUR |
| Maturity: | 2024-09-18 |
| Issue date: | 2024-07-18 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 13.18 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.44 |
|---|---|
| Intrinsic value: | 0.42 |
| Implied volatility: | 0.40 |
| Historic volatility: | 0.19 |
| Parity: | 0.42 |
| Time value: | 0.09 |
| Break-even: | 68.10 |
| Moneyness: | 1.07 |
| Premium: | 0.01 |
| Premium p.a.: | 0.30 |
| Spread abs.: | 0.11 |
| Spread %: | 27.50% |
| Delta: | 0.79 |
| Theta: | -0.05 |
| Omega: | 10.35 |
| Rho: | 0.02 |
Quote data
| Open: | 0.4000 |
|---|---|
| High: | 0.4000 |
| Low: | 0.4000 |
| Previous Close: | 0.4800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +48.15% | ||
|---|---|---|---|
| 1 Month | -4.76% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4800 | 0.2700 |
|---|---|---|
| 1M High / 1M Low: | 0.4800 | 0.1900 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4160 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3086 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 302.06% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
