UC WAR. CALL 09/24 PCE1/ DE000HD0TWN4 /
| 2024-07-26 9:40:04 PM | Chg.+0.0500 | Bid9:59:57 PM | Ask9:59:57 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.9800EUR | +1.01% | 5.0100 Bid Size: 4,000 |
5.0300 Ask Size: 4,000 |
BOOKING HLDGS DL... | 3,200.00 - | 2024-09-18 | Call |
Master data
| WKN: | HD0TWN |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BOOKING HLDGS DL-,008 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 3,200.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-11-20 |
| Last trading day: | 2024-09-17 |
| Ratio: | 100:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.79 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.63 |
|---|---|
| Intrinsic value: | 2.09 |
| Implied volatility: | 0.76 |
| Historic volatility: | 0.23 |
| Parity: | 2.09 |
| Time value: | 2.93 |
| Break-even: | 3,702.00 |
| Moneyness: | 1.07 |
| Premium: | 0.09 |
| Premium p.a.: | 0.76 |
| Spread abs.: | 0.02 |
| Spread %: | 0.40% |
| Delta: | 0.65 |
| Theta: | -3.61 |
| Omega: | 4.41 |
| Rho: | 2.48 |
Quote data
| Open: | 4.9300 |
|---|---|
| High: | 5.0300 |
| Low: | 4.9200 |
| Previous Close: | 4.9300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -32.24% | ||
|---|---|---|---|
| 1 Month | -34.56% | ||
| 3 Months | +8.03% | ||
| YTD | -14.73% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.9600 | 4.9300 |
|---|---|---|
| 1M High / 1M Low: | 8.8500 | 4.9300 |
| 6M High / 6M Low: | 8.8500 | 3.9300 |
| High (YTD): | 2024-07-16 | 8.8500 |
| Low (YTD): | 2024-04-19 | 3.9300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 6.0000 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 7.1510 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 5.9652 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 126.73% | |
| Volatility 6M: | 122.28% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
