UC WAR. CALL 09/24 GOB/ DE000HD80D57 /
| 05/09/2024 13:45:34 | Chg.+0.0900 | Bid15:05:08 | Ask05/09/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4500EUR | +25.00% | 0.4300 Bid Size: 50,000 |
- Ask Size: 60,000 |
ST GOBAIN ... | 74.00 EUR | 18/09/2024 | Call |
Master data
| WKN: | HD80D5 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ST GOBAIN EO 4 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 74.00 EUR |
| Maturity: | 18/09/2024 |
| Issue date: | 19/08/2024 |
| Last trading day: | 17/09/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 20.21 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.32 |
|---|---|
| Intrinsic value: | 0.28 |
| Implied volatility: | 0.36 |
| Historic volatility: | 0.24 |
| Parity: | 0.28 |
| Time value: | 0.10 |
| Break-even: | 77.80 |
| Moneyness: | 1.04 |
| Premium: | 0.01 |
| Premium p.a.: | 0.45 |
| Spread abs.: | 0.03 |
| Spread %: | 8.57% |
| Delta: | 0.72 |
| Theta: | -0.07 |
| Omega: | 14.62 |
| Rho: | 0.02 |
Quote data
| Open: | 0.2800 |
|---|---|
| High: | 0.4500 |
| Low: | 0.2800 |
| Previous Close: | 0.3600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.25% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5700 | 0.3600 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4780 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | - | |
| Avg. volume 1M: | - | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | - | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
