UC WAR. CALL 09/24 OEWA/ DE000HD22026 /
| 22/08/2024 11:47:06 | Chg.- | Bid13:15:14 | Ask22/08/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8100EUR | - | 0.8000 Bid Size: 35,000 |
- Ask Size: 35,000 |
VERBUND AG INH... | 69.2678 - | 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 - |
| Maturity: | 18/09/2024 |
| Issue date: | 23/01/2024 |
| Last trading day: | 22/08/2024 |
| Ratio: | 9.89:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.77 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.74 |
|---|---|
| Intrinsic value: | 0.72 |
| Implied volatility: | 0.63 |
| Historic volatility: | 0.27 |
| Parity: | 0.72 |
| Time value: | 0.16 |
| Break-even: | 77.97 |
| Moneyness: | 1.10 |
| Premium: | 0.02 |
| Premium p.a.: | 0.50 |
| Spread abs.: | 0.16 |
| Spread %: | 22.22% |
| Delta: | 0.78 |
| Theta: | -0.09 |
| Omega: | 6.83 |
| Rho: | 0.03 |
Quote data
| Open: | 0.7600 |
|---|---|
| High: | 0.8600 |
| Low: | 0.7600 |
| Previous Close: | 0.8400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +28.57% | ||
| 3 Months | -7.95% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 0.8800 | 0.5100 |
| 6M High / 6M Low: | 1.0600 | 0.2900 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 0.7467 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6985 | |
| Avg. volume 6M: | 14.6341 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 240.27% | |
| Volatility 6M: | 181.56% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
