UC WAR. CALL 09/24 VBK/ DE000HD7Y7J4 /
| 23/08/2024 21:45:18 | Chg.+0.5100 | Bid21:59:09 | Ask21:59:09 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.2300EUR | +29.65% | 2.0400 Bid Size: 2,000 |
2.3600 Ask Size: 2,000 |
VERBIO SE INH O.N. | 16.50 EUR | 18/09/2024 | Call |
Master data
| WKN: | HD7Y7J |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VERBIO SE INH O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 16.50 EUR |
| Maturity: | 18/09/2024 |
| Issue date: | 15/08/2024 |
| Last trading day: | 17/09/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.81 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.29 |
|---|---|
| Intrinsic value: | 1.94 |
| Implied volatility: | 0.60 |
| Historic volatility: | 0.55 |
| Parity: | 1.94 |
| Time value: | 0.42 |
| Break-even: | 18.86 |
| Moneyness: | 1.12 |
| Premium: | 0.02 |
| Premium p.a.: | 0.39 |
| Spread abs.: | 0.32 |
| Spread %: | 15.69% |
| Delta: | 0.79 |
| Theta: | -0.02 |
| Omega: | 6.16 |
| Rho: | 0.01 |
Quote data
| Open: | 1.4700 |
|---|---|
| High: | 2.2300 |
| Low: | 1.4700 |
| Previous Close: | 1.7200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +34.34% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.6800 | 1.7200 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.1820 | |
| 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: | - |
