UC WAR. CALL 09/24 OEWA/ DE000HD22026 /
| 26/07/2024 17:46:28 | Chg.+0.0300 | Bid17:59:20 | Ask17:59:20 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6900EUR | +4.55% | 0.7000 Bid Size: 12,000 |
0.7300 Ask Size: 12,000 |
VERBUND AG INH... | 69.2678 EUR | 18/09/2024 | Call |
Master data
| WKN: | HD2202 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VERBUND AG INH. A |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 69.27 EUR |
| Maturity: | 18/09/2024 |
| Issue date: | 23/01/2024 |
| Last trading day: | 17/09/2024 |
| Ratio: | 9.89:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 10.46 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.66 |
|---|---|
| Intrinsic value: | 0.53 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.26 |
| Parity: | 0.53 |
| Time value: | 0.19 |
| Break-even: | 76.39 |
| Moneyness: | 1.08 |
| Premium: | 0.03 |
| Premium p.a.: | 0.18 |
| Spread abs.: | 0.13 |
| Spread %: | 22.03% |
| Delta: | 0.75 |
| Theta: | -0.03 |
| Omega: | 7.84 |
| Rho: | 0.07 |
Quote data
| Open: | 0.6700 |
|---|---|
| High: | 0.6900 |
| Low: | 0.5300 |
| Previous Close: | 0.6600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.76% | ||
|---|---|---|---|
| 1 Month | -26.60% | ||
| 3 Months | +43.75% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7900 | 0.6600 |
|---|---|---|
| 1M High / 1M Low: | 1.0600 | 0.6600 |
| 6M High / 6M Low: | 1.1300 | 0.2900 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7480 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8582 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6781 | |
| Avg. volume 6M: | 20.4724 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 144.37% | |
| Volatility 6M: | 176.95% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
