UC WAR. CALL 09/24 NCB/ DE000HD0TWJ2 /
| 17/07/2024 21:40:23 | Chg.-0.2900 | Bid21:59:45 | Ask21:59:45 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.1100EUR | -6.59% | 4.1500 Bid Size: 2,000 |
4.2100 Ask Size: 2,000 |
BANK AMERICA DL... | 40.00 - | 18/09/2024 | Call |
Master data
| WKN: | HD0TWJ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BANK AMERICA DL 0,01 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 40.00 - |
| Maturity: | 18/09/2024 |
| Issue date: | 20/11/2023 |
| Last trading day: | 17/09/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 9.33 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.80 |
|---|---|
| Intrinsic value: | 0.48 |
| Implied volatility: | 0.60 |
| Historic volatility: | 0.21 |
| Parity: | 0.48 |
| Time value: | 3.86 |
| Break-even: | 44.34 |
| Moneyness: | 1.01 |
| Premium: | 0.10 |
| Premium p.a.: | 0.70 |
| Spread abs.: | 0.02 |
| Spread %: | 0.46% |
| Delta: | 0.58 |
| Theta: | -0.03 |
| Omega: | 5.39 |
| Rho: | 0.03 |
Quote data
| Open: | 4.3800 |
|---|---|
| High: | 4.3800 |
| Low: | 4.1100 |
| Previous Close: | 4.4000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +59.92% | ||
|---|---|---|---|
| 1 Month | +150.61% | ||
| 3 Months | +401.22% | ||
| YTD | +287.74% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.4000 | 2.5700 |
|---|---|---|
| 1M High / 1M Low: | 4.4000 | 1.2900 |
| 6M High / 6M Low: | 4.4000 | 0.5000 |
| High (YTD): | 16/07/2024 | 4.4000 |
| Low (YTD): | 18/01/2024 | 0.5000 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.9900 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.0995 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.3441 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 301.61% | |
| Volatility 6M: | 218.74% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
