UC WAR. CALL 11/24 BAYN/ DE000HD99875 /
2024-10-04 9:42:31 PM | Chg.-0.0200 | Bid9:59:35 PM | Ask9:59:35 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1800EUR | -10.00% | 0.1600 Bid Size: 10,000 |
0.4000 Ask Size: 10,000 |
BAYER AG NA O.N. | 37.00 EUR | 2024-11-13 | Call |
Master data
WKN: | HD9987 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | BAYER AG NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 37.00 EUR |
Maturity: | 2024-11-13 |
Issue date: | 2024-10-02 |
Last trading day: | 2024-11-12 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 135.75 |
Leverage: | Yes |
Calculated values
Fair value: | 0.04 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.48 |
Historic volatility: | 0.34 |
Parity: | -7.14 |
Time value: | 0.22 |
Break-even: | 37.22 |
Moneyness: | 0.81 |
Premium: | 0.25 |
Premium p.a.: | 6.46 |
Spread abs.: | 0.06 |
Spread %: | 37.50% |
Delta: | 0.10 |
Theta: | -0.01 |
Omega: | 14.16 |
Rho: | 0.00 |
Quote data
Open: | 0.1400 |
---|---|
High: | 0.1900 |
Low: | 0.1400 |
Previous Close: | 0.2000 |
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: | - |