UC WAR. CALL 09/24 ZAL/ DE000HD5WGM2 /
2024-08-30 9:41:34 PM | Chg.-0.4300 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.7600EUR | -19.63% | 1.8000 Bid Size: 3,000 |
1.8500 Ask Size: 3,000 |
ZALANDO SE | 22.00 - | 2024-09-18 | Call |
Master data
WKN: | HD5WGM |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ZALANDO SE |
Type: | Warrant |
Option type: | Call |
Strike price: | 22.00 - |
Maturity: | 2024-09-18 |
Issue date: | 2024-05-27 |
Last trading day: | 2024-09-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 12.67 |
Leverage: | Yes |
Calculated values
Fair value: | 1.84 |
---|---|
Intrinsic value: | 1.44 |
Implied volatility: | 0.46 |
Historic volatility: | 0.46 |
Parity: | 1.44 |
Time value: | 0.41 |
Break-even: | 23.85 |
Moneyness: | 1.07 |
Premium: | 0.02 |
Premium p.a.: | 0.42 |
Spread abs.: | 0.05 |
Spread %: | 2.78% |
Delta: | 0.75 |
Theta: | -0.02 |
Omega: | 9.55 |
Rho: | 0.01 |
Quote data
Open: | 2.1400 |
---|---|
High: | 2.2300 |
Low: | 1.7500 |
Previous Close: | 2.1900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -40.34% | ||
---|---|---|---|
1 Month | -43.77% | ||
3 Months | -55.10% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.0700 | 1.7600 |
---|---|---|
1M High / 1M Low: | 3.1300 | 1.3800 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.4300 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.1627 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 259.60% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |