UC WAR. CALL 09/24 RWE/ DE000HD2B7W9 /
| 2024-09-02 11:40:04 AM | Chg.-0.0200 | Bid1:20:41 PM | Ask1:20:41 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1000EUR | -16.67% | 0.0950 Bid Size: 500,000 |
0.1000 Ask Size: 500,000 |
RWE AG INH O.N. | 32.00 - | 2024-09-18 | Call |
Master data
| WKN: | HD2B7W |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | RWE AG INH O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 32.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2024-01-31 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 27.19 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.10 |
|---|---|
| Intrinsic value: | 0.06 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.24 |
| Parity: | 0.06 |
| Time value: | 0.06 |
| Break-even: | 33.20 |
| Moneyness: | 1.02 |
| Premium: | 0.02 |
| Premium p.a.: | 0.48 |
| Spread abs.: | 0.01 |
| Spread %: | 9.09% |
| Delta: | 0.64 |
| Theta: | -0.03 |
| Omega: | 17.47 |
| Rho: | 0.01 |
Quote data
| Open: | 0.1000 |
|---|---|
| High: | 0.1000 |
| Low: | 0.1000 |
| Previous Close: | 0.1200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +26.58% | ||
|---|---|---|---|
| 1 Month | -28.57% | ||
| 3 Months | -75.00% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1200 | 0.0770 |
|---|---|---|
| 1M High / 1M Low: | 0.1600 | 0.0500 |
| 6M High / 6M Low: | 0.4900 | 0.0500 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0936 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0980 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2355 | |
| Avg. volume 6M: | 138.1260 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 356.36% | |
| Volatility 6M: | 225.08% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
