UC WAR. CALL 09/24 GXI/ DE000HD0B817 /
| 2024-07-26 9:45:31 PM | Chg.+0.0800 | Bid9:59:19 PM | Ask9:59:19 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8000EUR | +11.11% | 0.7500 Bid Size: 6,000 |
0.8500 Ask Size: 6,000 |
GERRESHEIMER AG | 90.00 - | 2024-09-18 | Call |
Master data
| WKN: | HD0B81 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GERRESHEIMER AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 90.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-11-01 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 11.03 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.79 |
|---|---|
| Intrinsic value: | 0.38 |
| Implied volatility: | 0.44 |
| Historic volatility: | 0.40 |
| Parity: | 0.38 |
| Time value: | 0.48 |
| Break-even: | 98.50 |
| Moneyness: | 1.04 |
| Premium: | 0.05 |
| Premium p.a.: | 0.41 |
| Spread abs.: | 0.10 |
| Spread %: | 13.33% |
| Delta: | 0.64 |
| Theta: | -0.06 |
| Omega: | 7.05 |
| Rho: | 0.07 |
Quote data
| Open: | 0.7100 |
|---|---|
| High: | 0.8500 |
| Low: | 0.7100 |
| Previous Close: | 0.7200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -20.00% | ||
|---|---|---|---|
| 1 Month | -45.21% | ||
| 3 Months | -52.10% | ||
| YTD | -48.39% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0200 | 0.7200 |
|---|---|---|
| 1M High / 1M Low: | 1.6900 | 0.7200 |
| 6M High / 6M Low: | 2.5400 | 0.7200 |
| High (YTD): | 2024-03-06 | 2.5400 |
| Low (YTD): | 2024-07-25 | 0.7200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8900 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.2867 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.6366 | |
| Avg. volume 6M: | 5.6220 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 191.15% | |
| Volatility 6M: | 226.41% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
