UC WAR. CALL 09/24 MCHA/ DE000HD4VTT5 /
| 7/16/2024 9:46:33 PM | Chg.-0.0100 | Bid9:50:34 PM | Ask9:50:34 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2000EUR | -4.76% | 0.2100 Bid Size: 12,000 |
0.2200 Ask Size: 12,000 |
Cie Generale des Eta... | 34.00 - | 9/18/2024 | Call |
Master data
| WKN: | HD4VTT |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Cie Generale des Etablissements Michelin SA |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 34.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 4/22/2024 |
| Last trading day: | 9/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 16.69 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.17 |
|---|---|
| Intrinsic value: | 0.10 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.17 |
| Parity: | 0.10 |
| Time value: | 0.11 |
| Break-even: | 36.10 |
| Moneyness: | 1.03 |
| Premium: | 0.03 |
| Premium p.a.: | 0.19 |
| Spread abs.: | 0.01 |
| Spread %: | 5.00% |
| Delta: | 0.66 |
| Theta: | -0.01 |
| Omega: | 11.01 |
| Rho: | 0.04 |
Quote data
| Open: | 0.2000 |
|---|---|
| High: | 0.2000 |
| Low: | 0.2000 |
| Previous Close: | 0.2100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -4.76% | ||
|---|---|---|---|
| 1 Month | -50.00% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2200 | 0.1800 |
|---|---|---|
| 1M High / 1M Low: | 0.4400 | 0.1800 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2020 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3057 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 167.02% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
