UC WAR. CALL 09/24 GXI/ DE000HD5UJA5 /
| 05/07/2024 21:45:56 | Chg.-0.0500 | Bid21:59:27 | Ask21:59:27 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2000EUR | -4.00% | 1.1400 Bid Size: 6,000 |
1.2200 Ask Size: 6,000 |
GERRESHEIMER AG | 95.00 - | 18/09/2024 | Call |
Master data
| WKN: | HD5UJA |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GERRESHEIMER AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 95.00 - |
| Maturity: | 18/09/2024 |
| Issue date: | 23/05/2024 |
| Last trading day: | 17/09/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.34 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.14 |
|---|---|
| Intrinsic value: | 0.68 |
| Implied volatility: | 0.45 |
| Historic volatility: | 0.40 |
| Parity: | 0.68 |
| Time value: | 0.54 |
| Break-even: | 107.20 |
| Moneyness: | 1.07 |
| Premium: | 0.05 |
| Premium p.a.: | 0.29 |
| Spread abs.: | 0.08 |
| Spread %: | 7.02% |
| Delta: | 0.68 |
| Theta: | -0.06 |
| Omega: | 5.71 |
| Rho: | 0.12 |
Quote data
| Open: | 1.2500 |
|---|---|
| High: | 1.2500 |
| Low: | 1.1800 |
| Previous Close: | 1.2500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +7.14% | ||
|---|---|---|---|
| 1 Month | -31.03% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2500 | 0.9200 |
|---|---|---|
| 1M High / 1M Low: | 1.7800 | 0.7800 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1060 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1918 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 204.34% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
