UC WAR. CALL 09/24 MTX/ DE000HD4VZB0 /
| 8/1/2024 9:42:31 PM | Chg.-0.2900 | Bid9:51:04 PM | Ask9:51:04 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.5700EUR | -10.14% | - Bid Size: 2,000 |
- Ask Size: 2,000 |
MTU AERO ENGINES NA ... | 240.00 - | 9/18/2024 | 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: | 9/18/2024 |
| Issue date: | 4/22/2024 |
| Last trading day: | 9/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.15 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.51 |
|---|---|
| Intrinsic value: | 2.17 |
| Implied volatility: | 0.40 |
| Historic volatility: | 0.27 |
| Parity: | 2.17 |
| Time value: | 0.69 |
| Break-even: | 268.60 |
| Moneyness: | 1.09 |
| Premium: | 0.03 |
| Premium p.a.: | 0.22 |
| Spread abs.: | 0.08 |
| Spread %: | 2.88% |
| Delta: | 0.76 |
| Theta: | -0.14 |
| Omega: | 6.95 |
| Rho: | 0.22 |
Quote data
| Open: | 3.1400 |
|---|---|
| High: | 4.2200 |
| Low: | 2.5700 |
| Previous Close: | 2.8600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +4.47% | ||
|---|---|---|---|
| 1 Month | +57.67% | ||
| 3 Months | +217.28% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.8600 | 2.3400 |
|---|---|---|
| 1M High / 1M Low: | 2.8600 | 1.6100 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.5780 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.0865 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 180.56% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
