UC WAR. CALL 09/24 CIS/ DE000HD684R4 /
| 7/26/2024 9:41:41 PM | Chg.+0.0100 | Bid9:59:13 PM | Ask9:59:13 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1500EUR | +7.14% | 0.1500 Bid Size: 90,000 |
0.1600 Ask Size: 90,000 |
CISCO SYSTEMS DL-... | 49.00 - | 9/18/2024 | Call |
Master data
| WKN: | HD684R |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | CISCO SYSTEMS DL-,001 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 49.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 6/10/2024 |
| Last trading day: | 9/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 27.57 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.01 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.49 |
| Historic volatility: | 0.17 |
| Parity: | -0.49 |
| Time value: | 0.16 |
| Break-even: | 50.60 |
| Moneyness: | 0.90 |
| Premium: | 0.15 |
| Premium p.a.: | 1.58 |
| Spread abs.: | 0.01 |
| Spread %: | 6.67% |
| Delta: | 0.33 |
| Theta: | -0.03 |
| Omega: | 9.04 |
| Rho: | 0.02 |
Quote data
| Open: | 0.1400 |
|---|---|
| High: | 0.1500 |
| Low: | 0.1400 |
| Previous Close: | 0.1400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +15.38% | ||
|---|---|---|---|
| 1 Month | +15.38% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1500 | 0.0930 |
|---|---|---|
| 1M High / 1M Low: | 0.1700 | 0.0760 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1206 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1190 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 284.14% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
