UC WAR. CALL 09/24 MTX/ DE000HD4Z982 /
8/2/2024 9:40:30 PM | Chg.-0.2400 | Bid9:59:24 PM | Ask9:59:24 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.9600EUR | -20.00% | 0.8600 Bid Size: 4,000 |
1.1900 Ask Size: 4,000 |
MTU AERO ENGINES NA ... | 260.00 - | 9/18/2024 | Call |
Master data
WKN: | HD4Z98 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | MTU AERO ENGINES NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 260.00 - |
Maturity: | 9/18/2024 |
Issue date: | 4/24/2024 |
Last trading day: | 9/17/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 21.56 |
Leverage: | Yes |
Calculated values
Fair value: | 0.87 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.36 |
Historic volatility: | 0.27 |
Parity: | -0.34 |
Time value: | 1.19 |
Break-even: | 271.90 |
Moneyness: | 0.99 |
Premium: | 0.06 |
Premium p.a.: | 0.58 |
Spread abs.: | 0.33 |
Spread %: | 38.37% |
Delta: | 0.50 |
Theta: | -0.15 |
Omega: | 10.74 |
Rho: | 0.15 |
Quote data
Open: | 1.0700 |
---|---|
High: | 1.1300 |
Low: | 0.9600 |
Previous Close: | 1.2000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -20.66% | ||
---|---|---|---|
1 Month | -15.04% | ||
3 Months | +95.92% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.5600 | 0.9600 |
---|---|---|
1M High / 1M Low: | 1.5600 | 0.7000 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.2480 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.0050 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 229.23% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |