UC WAR. CALL 09/24 NDA/ DE000HD7VVJ5 /
| 2024-09-05 1:46:08 PM | Chg.+0.0700 | Bid2:29:35 PM | Ask2024-09-05 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2600EUR | +36.84% | 0.2000 Bid Size: 70,000 |
- Ask Size: 70,000 |
AURUBIS AG | 66.00 - | 2024-09-18 | Call |
Master data
| WKN: | HD7VVJ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AURUBIS AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 66.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2024-08-14 |
| Last trading day: | 2024-09-05 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 33.15 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.18 |
|---|---|
| Intrinsic value: | 0.03 |
| Implied volatility: | 0.36 |
| Historic volatility: | 0.32 |
| Parity: | 0.03 |
| Time value: | 0.17 |
| Break-even: | 68.00 |
| Moneyness: | 1.00 |
| Premium: | 0.03 |
| Premium p.a.: | 1.04 |
| Spread abs.: | 0.04 |
| Spread %: | 25.00% |
| Delta: | 0.55 |
| Theta: | -0.07 |
| Omega: | 18.15 |
| Rho: | 0.01 |
Quote data
| Open: | 0.1500 |
|---|---|
| High: | 0.2600 |
| Low: | 0.1500 |
| Previous Close: | 0.1900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -10.34% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3200 | 0.1900 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2600 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | - | |
| Avg. volume 1M: | - | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | - | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
