UC WAR. CALL 09/24 PAH3/ DE000HD6FVF8 /
| 2024-08-06 9:41:52 AM | Chg.-0.0070 | Bid11:19:39 AM | Ask11:19:39 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0600EUR | -10.45% | 0.0480 Bid Size: 900,000 |
0.0530 Ask Size: 900,000 |
PORSCHE AUTOM.HLDG V... | 42.00 - | 2024-09-18 | Call |
Master data
| WKN: | HD6FVF |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | PORSCHE AUTOM.HLDG VZO |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 42.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2024-06-20 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 55.50 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.03 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.22 |
| Parity: | -0.32 |
| Time value: | 0.07 |
| Break-even: | 42.70 |
| Moneyness: | 0.93 |
| Premium: | 0.10 |
| Premium p.a.: | 1.23 |
| Spread abs.: | 0.01 |
| Spread %: | 16.67% |
| Delta: | 0.27 |
| Theta: | -0.02 |
| Omega: | 15.26 |
| Rho: | 0.01 |
Quote data
| Open: | 0.0710 |
|---|---|
| High: | 0.0710 |
| Low: | 0.0600 |
| Previous Close: | 0.0670 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -57.14% | ||
|---|---|---|---|
| 1 Month | -76.92% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1400 | 0.0670 |
|---|---|---|
| 1M High / 1M Low: | 0.2700 | 0.0670 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0988 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1864 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 209.34% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
