UC WAR. CALL 09/24 GXI/ DE000HD0B817 /
29/07/2024 17:46:00 | Chg.+0.0800 | Bid18:26:54 | Ask18:26:54 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.8800EUR | +10.00% | 0.8900 Bid Size: 14,000 |
0.9400 Ask Size: 14,000 |
GERRESHEIMER AG | 90.00 - | 18/09/2024 | Call |
Master data
WKN: | HD0B81 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | GERRESHEIMER AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 90.00 - |
Maturity: | 18/09/2024 |
Issue date: | 01/11/2023 |
Last trading day: | 17/09/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 11.03 |
Leverage: | Yes |
Calculated values
Fair value: | 0.78 |
---|---|
Intrinsic value: | 0.38 |
Implied volatility: | 0.45 |
Historic volatility: | 0.40 |
Parity: | 0.38 |
Time value: | 0.48 |
Break-even: | 98.50 |
Moneyness: | 1.04 |
Premium: | 0.05 |
Premium p.a.: | 0.42 |
Spread abs.: | 0.10 |
Spread %: | 13.33% |
Delta: | 0.64 |
Theta: | -0.06 |
Omega: | 7.05 |
Rho: | 0.07 |
Quote data
Open: | 0.7300 |
---|---|
High: | 0.8800 |
Low: | 0.7300 |
Previous Close: | 0.8000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -13.73% | ||
---|---|---|---|
1 Month | -39.73% | ||
3 Months | -43.95% | ||
YTD | -43.23% | ||
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): | 06/03/2024 | 2.5400 |
Low (YTD): | 25/07/2024 | 0.7200 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.8900 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.2780 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.6366 | |
Avg. volume 6M: | 5.6220 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 195.44% | |
Volatility 6M: | 226.41% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |