UC WAR. CALL 09/24 PCE1/ DE000HD18TB4 /
2024-07-30 1:40:34 PM | Chg.-0.0200 | Bid2:58:13 PM | Ask2:58:13 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.5300EUR | -1.29% | 1.5100 Bid Size: 4,000 |
1.5600 Ask Size: 4,000 |
BOOKING HLDGS DL... | 3,800.00 - | 2024-09-18 | Call |
Master data
WKN: | HD18TB |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | BOOKING HLDGS DL-,008 |
Type: | Warrant |
Option type: | Call |
Strike price: | 3,800.00 - |
Maturity: | 2024-09-18 |
Issue date: | 2023-12-11 |
Last trading day: | 2024-09-17 |
Ratio: | 100:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 22.25 |
Leverage: | Yes |
Calculated values
Fair value: | 0.27 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.53 |
Historic volatility: | 0.23 |
Parity: | -3.29 |
Time value: | 1.56 |
Break-even: | 3,956.00 |
Moneyness: | 0.91 |
Premium: | 0.14 |
Premium p.a.: | 1.60 |
Spread abs.: | 0.02 |
Spread %: | 1.30% |
Delta: | 0.37 |
Theta: | -2.69 |
Omega: | 8.20 |
Rho: | 1.54 |
Quote data
Open: | 1.4500 |
---|---|
High: | 1.5300 |
Low: | 1.4500 |
Previous Close: | 1.5500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -36.25% | ||
---|---|---|---|
1 Month | -48.14% | ||
3 Months | +5.52% | ||
YTD | -46.13% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.4000 | 1.3000 |
---|---|---|
1M High / 1M Low: | 3.8900 | 1.3000 |
6M High / 6M Low: | 4.4600 | 1.3000 |
High (YTD): | 2024-02-22 | 4.4600 |
Low (YTD): | 2024-07-26 | 1.3000 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.6980 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.5748 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 2.3718 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 229.38% | |
Volatility 6M: | 183.89% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |