UC WAR. CALL 10/24 FTE/ DE000HD79WJ3 /
8/30/2024 9:45:28 PM | Chg.-0.0280 | Bid9:59:43 PM | Ask9:59:43 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0630EUR | -30.77% | 0.0610 Bid Size: 12,000 |
0.0800 Ask Size: 12,000 |
ORANGE INH. ... | 10.80 EUR | 10/16/2024 | Call |
Master data
WKN: | HD79WJ |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ORANGE INH. EO 4 |
Type: | Warrant |
Option type: | Call |
Strike price: | 10.80 EUR |
Maturity: | 10/16/2024 |
Issue date: | 7/24/2024 |
Last trading day: | 10/15/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 106.07 |
Leverage: | Yes |
Calculated values
Fair value: | 0.08 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.15 |
Historic volatility: | 0.14 |
Parity: | -0.41 |
Time value: | 0.10 |
Break-even: | 10.90 |
Moneyness: | 0.96 |
Premium: | 0.05 |
Premium p.a.: | 0.44 |
Spread abs.: | 0.02 |
Spread %: | 24.05% |
Delta: | 0.28 |
Theta: | 0.00 |
Omega: | 29.88 |
Rho: | 0.00 |
Quote data
Open: | 0.0870 |
---|---|
High: | 0.0900 |
Low: | 0.0620 |
Previous Close: | 0.0910 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +3.28% | ||
---|---|---|---|
1 Month | -47.50% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1000 | 0.0610 |
---|---|---|
1M High / 1M Low: | 0.1400 | 0.0560 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.0858 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.0946 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 311.78% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |