UC WAR. CALL 11/24 DHL/ DE000HD8YYZ7 /
2024-10-30 1:40:41 PM | Chg.- | Bid3:06:32 PM | Ask2024-10-30 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1200EUR | - | 0.1200 Bid Size: 600,000 |
- Ask Size: 600,000 |
DEUTSCHE POST AG NA ... | 37.00 - | 2024-11-13 | Call |
Master data
WKN: | HD8YYZ |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | DEUTSCHE POST AG NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 37.00 - |
Maturity: | 2024-11-13 |
Issue date: | 2024-09-25 |
Last trading day: | 2024-10-31 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 24.97 |
Leverage: | Yes |
Calculated values
Fair value: | 0.08 |
---|---|
Intrinsic value: | 0.05 |
Implied volatility: | 0.53 |
Historic volatility: | 0.20 |
Parity: | 0.05 |
Time value: | 0.11 |
Break-even: | 38.50 |
Moneyness: | 1.01 |
Premium: | 0.03 |
Premium p.a.: | 2.07 |
Spread abs.: | 0.05 |
Spread %: | 50.00% |
Delta: | 0.58 |
Theta: | -0.07 |
Omega: | 14.41 |
Rho: | 0.00 |
Quote data
Open: | 0.1500 |
---|---|
High: | 0.1500 |
Low: | 0.1200 |
Previous Close: | 0.1700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -33.33% | ||
---|---|---|---|
1 Month | -47.83% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1800 | 0.1200 |
---|---|---|
1M High / 1M Low: | 0.2400 | 0.1200 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.1567 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1842 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 240.01% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |