UC WAR. CALL 09/24 IDP/ DE000HD4WFH7 /
05/07/2024 21:40:37 | Chg.+0.0200 | Bid21:58:21 | Ask21:58:21 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.8600EUR | +2.38% | 0.8600 Bid Size: 10,000 |
0.8700 Ask Size: 10,000 |
BIOGEN INC. DL -,000... | 240.00 - | 18/09/2024 | Call |
Master data
WKN: | HD4WFH |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | BIOGEN INC. DL -,0005 |
Type: | Warrant |
Option type: | Call |
Strike price: | 240.00 - |
Maturity: | 18/09/2024 |
Issue date: | 22/04/2024 |
Last trading day: | 17/09/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 23.93 |
Leverage: | Yes |
Calculated values
Fair value: | 0.09 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.51 |
Historic volatility: | 0.22 |
Parity: | -3.18 |
Time value: | 0.87 |
Break-even: | 248.70 |
Moneyness: | 0.87 |
Premium: | 0.19 |
Premium p.a.: | 1.40 |
Spread abs.: | 0.01 |
Spread %: | 1.16% |
Delta: | 0.32 |
Theta: | -0.12 |
Omega: | 7.59 |
Rho: | 0.12 |
Quote data
Open: | 0.8400 |
---|---|
High: | 0.8600 |
Low: | 0.7900 |
Previous Close: | 0.8400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -14.00% | ||
---|---|---|---|
1 Month | -40.28% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.0900 | 0.8200 |
---|---|---|
1M High / 1M Low: | 1.4400 | 0.8000 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.9260 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.0218 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 187.40% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |