UC WAR. CALL 09/24 FTE/ DE000HD5SEA0 /
30/08/2024 21:45:16 | Chg.-0.0700 | Bid21:59:11 | Ask21:59:11 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.2300EUR | -23.33% | 0.2300 Bid Size: 10,000 |
0.2500 Ask Size: 10,000 |
ORANGE INH. ... | 10.20 - | 18/09/2024 | Call |
Master data
WKN: | HD5SEA |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ORANGE INH. EO 4 |
Type: | Warrant |
Option type: | Call |
Strike price: | 10.20 - |
Maturity: | 18/09/2024 |
Issue date: | 22/05/2024 |
Last trading day: | 17/09/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 41.20 |
Leverage: | Yes |
Calculated values
Fair value: | 0.20 |
---|---|
Intrinsic value: | 0.10 |
Implied volatility: | 0.20 |
Historic volatility: | 0.14 |
Parity: | 0.10 |
Time value: | 0.15 |
Break-even: | 10.45 |
Moneyness: | 1.01 |
Premium: | 0.01 |
Premium p.a.: | 0.34 |
Spread abs.: | 0.02 |
Spread %: | 8.70% |
Delta: | 0.61 |
Theta: | -0.01 |
Omega: | 25.10 |
Rho: | 0.00 |
Quote data
Open: | 0.3000 |
---|---|
High: | 0.3000 |
Low: | 0.2100 |
Previous Close: | 0.3000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +9.52% | ||
---|---|---|---|
1 Month | -25.81% | ||
3 Months | -62.30% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.3200 | 0.2300 |
---|---|---|
1M High / 1M Low: | 0.3400 | 0.1800 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.2820 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.2573 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 268.66% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |