UC WAR. CALL 09/24 VBK/ DE000HD4U8A8 /
| 7/3/2024 1:47:00 PM | Chg.-0.0500 | Bid2:14:52 PM | Ask2:14:52 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5800EUR | -7.94% | 0.5500 Bid Size: 20,000 |
0.6100 Ask Size: 20,000 |
VERBIO SE INH O.N. | 22.00 - | 9/18/2024 | Call |
Master data
| WKN: | HD4U8A |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VERBIO SE INH O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 22.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 4/18/2024 |
| Last trading day: | 9/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 23.41 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.42 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.68 |
| Historic volatility: | 0.55 |
| Parity: | -4.91 |
| Time value: | 0.73 |
| Break-even: | 22.73 |
| Moneyness: | 0.78 |
| Premium: | 0.33 |
| Premium p.a.: | 2.86 |
| Spread abs.: | 0.30 |
| Spread %: | 69.77% |
| Delta: | 0.26 |
| Theta: | -0.01 |
| Omega: | 6.16 |
| Rho: | 0.01 |
Quote data
| Open: | 0.6300 |
|---|---|
| High: | 0.6300 |
| Low: | 0.5800 |
| Previous Close: | 0.6300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -28.40% | ||
|---|---|---|---|
| 1 Month | -82.04% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8100 | 0.6300 |
|---|---|---|
| 1M High / 1M Low: | 3.2300 | 0.6300 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7340 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.4191 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 203.99% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
