UC WAR. CALL 09/24 IBE1/ DE000HD0A306 /
| 8/2/2024 9:46:11 PM | Chg.+0.1600 | Bid9:59:18 PM | Ask9:59:18 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3200EUR | +100.00% | 0.2300 Bid Size: 10,000 |
0.3800 Ask Size: 10,000 |
IBERDROLA INH. EO... | 12.50 - | 9/18/2024 | Call |
Master data
| WKN: | HD0A30 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | IBERDROLA INH. EO -,75 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 12.50 - |
| Maturity: | 9/18/2024 |
| Issue date: | 10/30/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 32.50 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.24 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.16 |
| Parity: | -0.15 |
| Time value: | 0.38 |
| Break-even: | 12.88 |
| Moneyness: | 0.99 |
| Premium: | 0.04 |
| Premium p.a.: | 0.40 |
| Spread abs.: | 0.15 |
| Spread %: | 65.22% |
| Delta: | 0.48 |
| Theta: | -0.01 |
| Omega: | 15.67 |
| Rho: | 0.01 |
Quote data
| Open: | 0.1100 |
|---|---|
| High: | 0.3200 |
| Low: | 0.1100 |
| Previous Close: | 0.1600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +60.00% | ||
|---|---|---|---|
| 1 Month | +100.00% | ||
| 3 Months | +113.33% | ||
| YTD | -21.95% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3200 | 0.1600 |
|---|---|---|
| 1M High / 1M Low: | 0.3200 | 0.0830 |
| 6M High / 6M Low: | 0.3700 | 0.0420 |
| High (YTD): | 1/4/2024 | 0.4600 |
| Low (YTD): | 3/4/2024 | 0.0420 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2140 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1543 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1667 | |
| Avg. volume 6M: | 251.9685 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 489.43% | |
| Volatility 6M: | 319.48% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
