UC WAR. CALL 09/24 SDF/ DE000HD76LV7 /
| 7/31/2024 3:46:13 PM | Chg.+0.0300 | Bid4:14:41 PM | Ask4:14:41 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7500EUR | +4.17% | 0.7400 Bid Size: 25,000 |
0.7500 Ask Size: 25,000 |
K+S AG NA O.N. | 11.50 EUR | 9/18/2024 | Call |
Master data
| WKN: | HD76LV |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | K+S AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 11.50 EUR |
| Maturity: | 9/18/2024 |
| Issue date: | 7/18/2024 |
| Last trading day: | 9/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 15.79 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.65 |
|---|---|
| Intrinsic value: | 0.35 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.25 |
| Parity: | 0.35 |
| Time value: | 0.41 |
| Break-even: | 12.25 |
| Moneyness: | 1.03 |
| Premium: | 0.03 |
| Premium p.a.: | 0.28 |
| Spread abs.: | 0.06 |
| Spread %: | 8.70% |
| Delta: | 0.64 |
| Theta: | -0.01 |
| Omega: | 10.12 |
| Rho: | 0.01 |
Quote data
| Open: | 0.7500 |
|---|---|
| High: | 0.7700 |
| Low: | 0.7500 |
| Previous Close: | 0.7200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +8.70% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7200 | 0.6800 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7020 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | - | |
| Avg. volume 1M: | - | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | - | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
