UC WAR. CALL 09/24 WIB/ DE000HD0H541 /
| 26/07/2024 15:45:09 | Chg.+0.3100 | Bid17:38:33 | Ask17:38:33 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.0300EUR | +11.40% | 3.1800 Bid Size: 1,000 |
3.3100 Ask Size: 1,000 |
WIENERBERGER | 32.00 - | 18/09/2024 | Call |
Master data
| WKN: | HD0H54 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | WIENERBERGER |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 32.00 - |
| Maturity: | 18/09/2024 |
| Issue date: | 06/11/2023 |
| Last trading day: | 17/09/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 10.57 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.20 |
|---|---|
| Intrinsic value: | 0.02 |
| Implied volatility: | 0.60 |
| Historic volatility: | 0.23 |
| Parity: | 0.02 |
| Time value: | 3.01 |
| Break-even: | 35.03 |
| Moneyness: | 1.00 |
| Premium: | 0.09 |
| Premium p.a.: | 0.84 |
| Spread abs.: | 0.61 |
| Spread %: | 25.21% |
| Delta: | 0.56 |
| Theta: | -0.03 |
| Omega: | 5.88 |
| Rho: | 0.02 |
Quote data
| Open: | 2.7200 |
|---|---|
| High: | 3.0300 |
| Low: | 2.6000 |
| Previous Close: | 2.7200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -8.73% | ||
|---|---|---|---|
| 1 Month | +4.84% | ||
| 3 Months | +11.81% | ||
| YTD | +52.26% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.3300 | 2.7200 |
|---|---|---|
| 1M High / 1M Low: | 3.3300 | 2.7200 |
| 6M High / 6M Low: | 5.1100 | 1.9200 |
| High (YTD): | 15/05/2024 | 5.1100 |
| Low (YTD): | 17/01/2024 | 1.0800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.1440 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.0364 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.2842 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 74.99% | |
| Volatility 6M: | 103.90% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
