UC WAR. CALL 09/24 TNE5/ DE000HD6BZP7 /
28/06/2024 21:46:59 | Chg.-0.0300 | Bid21:59:38 | Ask21:59:38 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1500EUR | -16.67% | 0.1400 Bid Size: 14,000 |
0.1600 Ask Size: 14,000 |
TELEFONICA INH. ... | 4.00 EUR | 18/09/2024 | Call |
Master data
WKN: | HD6BZP |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | TELEFONICA INH. EO 1 |
Type: | Warrant |
Option type: | Call |
Strike price: | 4.00 EUR |
Maturity: | 18/09/2024 |
Issue date: | 18/06/2024 |
Last trading day: | 17/09/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 19.97 |
Leverage: | Yes |
Calculated values
Fair value: | 0.15 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.25 |
Historic volatility: | 0.19 |
Parity: | -0.01 |
Time value: | 0.20 |
Break-even: | 4.20 |
Moneyness: | 1.00 |
Premium: | 0.05 |
Premium p.a.: | 0.25 |
Spread abs.: | 0.03 |
Spread %: | 17.65% |
Delta: | 0.55 |
Theta: | 0.00 |
Omega: | 10.88 |
Rho: | 0.00 |
Quote data
Open: | 0.1700 |
---|---|
High: | 0.1700 |
Low: | 0.1500 |
Previous Close: | 0.1800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -34.78% | ||
---|---|---|---|
1 Month | - | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.2300 | 0.1500 |
---|---|---|
1M High / 1M Low: | - | - |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.1880 | |
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: | - |