UC WAR. CALL 09/24 GXI/ DE000HD0B817 /
| 7/5/2024 9:46:24 PM | Chg.-0.0500 | Bid9:59:22 PM | Ask9:59:22 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.5600EUR | -3.11% | 1.5000 Bid Size: 6,000 |
1.5800 Ask Size: 6,000 |
GERRESHEIMER AG | 90.00 - | 9/18/2024 | Call |
Master data
| WKN: | HD0B81 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GERRESHEIMER AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 90.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 11/1/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.44 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.48 |
|---|---|
| Intrinsic value: | 1.18 |
| Implied volatility: | 0.47 |
| Historic volatility: | 0.40 |
| Parity: | 1.18 |
| Time value: | 0.40 |
| Break-even: | 105.80 |
| Moneyness: | 1.13 |
| Premium: | 0.04 |
| Premium p.a.: | 0.21 |
| Spread abs.: | 0.08 |
| Spread %: | 5.33% |
| Delta: | 0.76 |
| Theta: | -0.05 |
| Omega: | 4.92 |
| Rho: | 0.13 |
Quote data
| Open: | 1.6100 |
|---|---|
| High: | 1.6100 |
| Low: | 1.5500 |
| Previous Close: | 1.6100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +6.85% | ||
|---|---|---|---|
| 1 Month | -26.76% | ||
| 3 Months | -21.21% | ||
| YTD | +0.65% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.6100 | 1.2500 |
|---|---|---|
| 1M High / 1M Low: | 2.1800 | 1.0700 |
| 6M High / 6M Low: | 2.5400 | 0.9400 |
| High (YTD): | 3/6/2024 | 2.5400 |
| Low (YTD): | 5/22/2024 | 0.9400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.4520 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.5341 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.6457 | |
| Avg. volume 6M: | 5.6220 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 171.72% | |
| Volatility 6M: | 222.30% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
