UC WAR. CALL 10/24 DAX/ DE000HD79D68 /
| 2024-09-12 11:40:15 AM | Chg.- | Bid1:06:58 PM | Ask11:47:22 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2600EUR | - | 0.2500 Bid Size: 50,000 |
- Ask Size: 50,000 |
DAX | 19,600.00 - | 2024-10-15 | Call |
Master data
| WKN: | HD79D6 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | DAX |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 19,600.00 - |
| Maturity: | 2024-10-15 |
| Issue date: | 2024-07-24 |
| Last trading day: | 2024-09-12 |
| Ratio: | 100:1 |
| Exercise type: | European |
| Quanto: | - |
| Gearing: | 745.15 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.14 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.14 |
| Historic volatility: | 0.12 |
| Parity: | -2.26 |
| Time value: | 0.26 |
| Break-even: | 19,626.00 |
| Moneyness: | 0.99 |
| Premium: | 0.01 |
| Premium p.a.: | 3.82 |
| Spread abs.: | 0.04 |
| Spread %: | 18.18% |
| Delta: | 0.19 |
| Theta: | -11.62 |
| Omega: | 142.01 |
| Rho: | 0.30 |
Quote data
| Open: | 0.2400 |
|---|---|
| High: | 0.2600 |
| Low: | 0.2400 |
| Previous Close: | 0.2100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | 0.00% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 0.2600 | 0.2600 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 0.2600 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | - | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
