UC WAR. CALL 09/24 VBK/ DE000HD3VAK6 /
| 19/08/2024 11:46:04 | Chg.- | Bid12:05:07 | Ask19/08/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.0100EUR | - | 1.9200 Bid Size: 8,000 |
- Ask Size: 8,000 |
VERBIO SE INH O.N. | 18.00 - | 18/09/2024 | Call |
Master data
| WKN: | HD3VAK |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VERBIO SE INH O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 18.00 - |
| Maturity: | 18/09/2024 |
| Issue date: | 19/03/2024 |
| Last trading day: | 19/08/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.38 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.31 |
|---|---|
| Intrinsic value: | 0.44 |
| Implied volatility: | 1.03 |
| Historic volatility: | 0.55 |
| Parity: | 0.44 |
| Time value: | 1.76 |
| Break-even: | 20.20 |
| Moneyness: | 1.02 |
| Premium: | 0.10 |
| Premium p.a.: | 2.78 |
| Spread abs.: | 0.89 |
| Spread %: | 67.94% |
| Delta: | 0.59 |
| Theta: | -0.04 |
| Omega: | 4.96 |
| Rho: | 0.01 |
Quote data
| Open: | 1.1300 |
|---|---|
| High: | 2.0100 |
| Low: | 1.1300 |
| Previous Close: | 0.7100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +183.10% | ||
|---|---|---|---|
| 1 Month | +37.67% | ||
| 3 Months | -43.85% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.0100 | 2.0100 |
|---|---|---|
| 1M High / 1M Low: | 2.0100 | 0.3700 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.0100 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9394 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 789.75% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
