UC WAR. CALL 09/24 MTX/ DE000HD4VZB0 /
| 2024-08-22 11:40:20 AM | Chg.- | Bid1:19:42 PM | Ask2024-08-22 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.8600EUR | - | 2.8300 Bid Size: 20,000 |
- Ask Size: 15,000 |
MTU AERO ENGINES NA ... | 240.00 - | 2024-09-18 | Call |
Master data
| WKN: | HD4VZB |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | MTU AERO ENGINES NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 240.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2024-04-22 |
| Last trading day: | 2024-08-22 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.19 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.78 |
|---|---|
| Intrinsic value: | 2.75 |
| Implied volatility: | 0.53 |
| Historic volatility: | 0.27 |
| Parity: | 2.75 |
| Time value: | 0.16 |
| Break-even: | 269.10 |
| Moneyness: | 1.11 |
| Premium: | 0.01 |
| Premium p.a.: | 0.22 |
| Spread abs.: | 0.23 |
| Spread %: | 8.58% |
| Delta: | 0.89 |
| Theta: | -0.23 |
| Omega: | 8.19 |
| Rho: | 0.06 |
Quote data
| Open: | 2.6200 |
|---|---|
| High: | 2.8600 |
| Low: | 2.6200 |
| Previous Close: | 2.7500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +20.68% | ||
| 3 Months | +204.26% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 3.1100 | 2.2700 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 2.7173 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 100.69% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
