UC WAR. CALL 09/24 WIB/ DE000HD1EGS6 /
| 8/1/2024 9:46:32 AM | Chg.-0.0500 | Bid11:29:43 AM | Ask11:29:43 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7700EUR | -6.10% | 0.7400 Bid Size: 5,000 |
0.7900 Ask Size: 5,000 |
WIENERBERGER | 38.00 - | 9/18/2024 | Call |
Master data
| WKN: | HD1EGS |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | WIENERBERGER |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 38.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 12/27/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 34.12 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.05 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.55 |
| Historic volatility: | 0.23 |
| Parity: | -5.24 |
| Time value: | 0.96 |
| Break-even: | 38.96 |
| Moneyness: | 0.86 |
| Premium: | 0.19 |
| Premium p.a.: | 2.74 |
| Spread abs.: | 0.26 |
| Spread %: | 37.14% |
| Delta: | 0.27 |
| Theta: | -0.02 |
| Omega: | 9.10 |
| Rho: | 0.01 |
Quote data
| Open: | 0.7500 |
|---|---|
| High: | 0.7700 |
| Low: | 0.7500 |
| Previous Close: | 0.8200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +6.94% | ||
|---|---|---|---|
| 1 Month | -30.63% | ||
| 3 Months | -28.04% | ||
| YTD | +20.31% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9200 | 0.7200 |
|---|---|---|
| 1M High / 1M Low: | 1.1600 | 0.7200 |
| 6M High / 6M Low: | 1.8900 | 0.5500 |
| High (YTD): | 5/16/2024 | 1.8900 |
| Low (YTD): | 1/18/2024 | 0.3500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8480 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0070 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.0894 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 163.78% | |
| Volatility 6M: | 160.73% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
