UC WAR. CALL 09/24 EBA/ DE000HD03QW8 /
| 14/08/2024 11:41:17 | Chg.- | Bid12:13:58 | Ask14/08/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5500EUR | - | 0.5500 Bid Size: 20,000 |
- Ask Size: 15,000 |
EBAY INC. DL... | 50.00 - | 18/09/2024 | Call |
Master data
| WKN: | HD03QW |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | EBAY INC. DL-,001 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 50.00 - |
| Maturity: | 18/09/2024 |
| Issue date: | 23/10/2023 |
| Last trading day: | 14/08/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 9.21 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.35 |
|---|---|
| Intrinsic value: | 0.34 |
| Implied volatility: | 0.91 |
| Historic volatility: | 0.22 |
| Parity: | 0.34 |
| Time value: | 0.24 |
| Break-even: | 55.80 |
| Moneyness: | 1.07 |
| Premium: | 0.04 |
| Premium p.a.: | 1.91 |
| Spread abs.: | 0.02 |
| Spread %: | 3.57% |
| Delta: | 0.68 |
| Theta: | -0.12 |
| Omega: | 6.22 |
| Rho: | 0.01 |
Quote data
| Open: | 0.5500 |
|---|---|
| High: | 0.5600 |
| Low: | 0.5500 |
| Previous Close: | 0.5800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -8.33% | ||
| 3 Months | +5.77% | ||
| YTD | +150.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 0.6500 | 0.5500 |
| 6M High / 6M Low: | 0.6500 | 0.3000 |
| High (YTD): | 09/08/2024 | 0.6500 |
| Low (YTD): | 13/02/2024 | 0.1300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 0.5875 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4900 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 165.01% | |
| Volatility 6M: | 146.54% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
