UC WAR. CALL 11/24 BRYN/ DE000HD87J05 /
| 04/10/2024 15:41:46 | Chg.+0.0400 | Bid17:11:48 | Ask17:11:48 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5700EUR | +7.55% | 0.6900 Bid Size: 15,000 |
0.7100 Ask Size: 15,000 |
Berkshire Hathaway I... | 470.00 USD | 13/11/2024 | Call |
Master data
| WKN: | HD87J0 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Berkshire Hathaway Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 470.00 USD |
| Maturity: | 13/11/2024 |
| Issue date: | 22/08/2024 |
| Last trading day: | 12/11/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 72.01 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.17 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.12 |
| Parity: | -1.54 |
| Time value: | 0.57 |
| Break-even: | 431.61 |
| Moneyness: | 0.96 |
| Premium: | 0.05 |
| Premium p.a.: | 0.58 |
| Spread abs.: | 0.02 |
| Spread %: | 3.64% |
| Delta: | 0.32 |
| Theta: | -0.14 |
| Omega: | 23.36 |
| Rho: | 0.14 |
Quote data
| Open: | 0.5000 |
|---|---|
| High: | 0.5700 |
| Low: | 0.5000 |
| Previous Close: | 0.5300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -13.64% | ||
|---|---|---|---|
| 1 Month | -73.24% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7200 | 0.5300 |
|---|---|---|
| 1M High / 1M Low: | 2.1300 | 0.5000 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6520 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8118 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 250.49% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
