UC WAR. CALL 09/24 UTDI/ DE000HD7VY28 /
| 05/09/2024 13:46:49 | Chg.- | Bid14:23:17 | Ask05/09/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.9500EUR | - | - Bid Size: 12,000 |
- Ask Size: 12,000 |
UTD.INTERNET AG NA | 17.50 - | 18/09/2024 | Call |
Master data
| WKN: | HD7VY2 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | UTD.INTERNET AG NA |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 17.50 - |
| Maturity: | 18/09/2024 |
| Issue date: | 14/08/2024 |
| Last trading day: | 05/09/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 10.15 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.20 |
|---|---|
| Intrinsic value: | 1.08 |
| Implied volatility: | 0.96 |
| Historic volatility: | 0.36 |
| Parity: | 1.08 |
| Time value: | 0.75 |
| Break-even: | 19.33 |
| Moneyness: | 1.06 |
| Premium: | 0.04 |
| Premium p.a.: | 2.72 |
| Spread abs.: | 0.21 |
| Spread %: | 12.96% |
| Delta: | 0.67 |
| Theta: | -0.05 |
| Omega: | 6.83 |
| Rho: | 0.00 |
Quote data
| Open: | 1.7300 |
|---|---|
| High: | 1.9500 |
| Low: | 1.7300 |
| Previous Close: | 1.8400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +4.28% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.0600 | 1.7400 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.8975 | |
| 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: | - |
