UC WAR. CALL 10/24 HEI/ DE000HD79UD0 /
| 7/25/2024 9:41:40 PM | Chg.-0.0700 | Bid9:51:47 PM | Ask9:51:47 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2800EUR | -20.00% | 0.2600 Bid Size: 10,000 |
0.3500 Ask Size: 10,000 |
HEIDELBERG MATERIALS... | 105.00 EUR | 10/16/2024 | Call |
Master data
| WKN: | HD79UD |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | HEIDELBERG MATERIALS O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 105.00 EUR |
| Maturity: | 10/16/2024 |
| Issue date: | 7/24/2024 |
| Last trading day: | 10/15/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 27.74 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.26 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.23 |
| Parity: | -0.51 |
| Time value: | 0.36 |
| Break-even: | 108.60 |
| Moneyness: | 0.95 |
| Premium: | 0.09 |
| Premium p.a.: | 0.44 |
| Spread abs.: | 0.04 |
| Spread %: | 12.50% |
| Delta: | 0.40 |
| Theta: | -0.03 |
| Omega: | 11.21 |
| Rho: | 0.08 |
Quote data
| Open: | 0.3500 |
|---|---|
| High: | 0.3500 |
| Low: | 0.2700 |
| Previous Close: | 0.3500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | - | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 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: | - |
