UC WAR. CALL 09/24 PCE1/ DE000HD0TWN4 /
| 25/07/2024 09:40:22 | Chg.-0.230 | Bid11:05:43 | Ask11:05:43 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.960EUR | -3.72% | 5.970 Bid Size: 2,000 |
6.040 Ask Size: 2,000 |
BOOKING HLDGS DL... | 3,200.00 - | 18/09/2024 | 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: | 18/09/2024 |
| Issue date: | 20/11/2023 |
| Last trading day: | 17/09/2024 |
| Ratio: | 100:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.91 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.50 |
|---|---|
| Intrinsic value: | 3.12 |
| Implied volatility: | 0.79 |
| Historic volatility: | 0.23 |
| Parity: | 3.12 |
| Time value: | 2.82 |
| Break-even: | 3,794.00 |
| Moneyness: | 1.10 |
| Premium: | 0.08 |
| Premium p.a.: | 0.67 |
| Spread abs.: | 0.02 |
| Spread %: | 0.34% |
| Delta: | 0.68 |
| Theta: | -3.68 |
| Omega: | 4.03 |
| Rho: | 2.71 |
Quote data
| Open: | 6.090 |
|---|---|
| High: | 6.090 |
| Low: | 5.960 |
| Previous Close: | 6.190 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -15.10% | ||
|---|---|---|---|
| 1 Month | -25.41% | ||
| 3 Months | +32.15% | ||
| YTD | +2.05% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 7.350 | 6.190 |
|---|---|---|
| 1M High / 1M Low: | 8.850 | 6.190 |
| 6M High / 6M Low: | 8.850 | 3.930 |
| High (YTD): | 16/07/2024 | 8.850 |
| Low (YTD): | 19/04/2024 | 3.930 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 6.892 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 7.461 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 5.971 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 105.19% | |
| Volatility 6M: | 118.98% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
