UC WAR. CALL 10/24 BRYN/ DE000HD87HX8 /
2024-08-28 9:40:13 PM | Chg.+0.3100 | Bid9:59:52 PM | Ask9:59:52 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.6900EUR | +22.46% | 1.7500 Bid Size: 15,000 |
1.7700 Ask Size: 15,000 |
Berkshire Hathaway I... | 455.00 USD | 2024-10-16 | Call |
Master data
WKN: | HD87HX |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Berkshire Hathaway Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 455.00 USD |
Maturity: | 2024-10-16 |
Issue date: | 2024-08-22 |
Last trading day: | 2024-10-15 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 29.02 |
Leverage: | Yes |
Calculated values
Fair value: | 1.08 |
---|---|
Intrinsic value: | 0.50 |
Implied volatility: | 0.17 |
Historic volatility: | 0.11 |
Parity: | 0.50 |
Time value: | 0.92 |
Break-even: | 421.29 |
Moneyness: | 1.01 |
Premium: | 0.02 |
Premium p.a.: | 0.18 |
Spread abs.: | 0.02 |
Spread %: | 1.43% |
Delta: | 0.62 |
Theta: | -0.13 |
Omega: | 17.95 |
Rho: | 0.32 |
Quote data
Open: | 1.3500 |
---|---|
High: | 1.7200 |
Low: | 1.3500 |
Previous Close: | 1.3800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | - | ||
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1 Month | - | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | - | - |
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1M High / 1M Low: | - | - |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | - | |
Avg. volume 1W: | - | |
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: | - |