UC WAR. CALL 12/24 BNR/ DE000HD5XGW9 /
| 2024-10-04 9:41:26 PM | Chg.0.0000 | Bid9:59:23 PM | Ask9:59:23 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4100EUR | 0.00% | 0.4000 Bid Size: 10,000 |
0.6100 Ask Size: 10,000 |
BRENNTAG SE NA O.N. | 65.00 - | 2024-12-18 | Call |
Master data
| WKN: | HD5XGW |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BRENNTAG SE NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 65.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-05-28 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 10.89 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.35 |
|---|---|
| Intrinsic value: | 0.14 |
| Implied volatility: | 0.43 |
| Historic volatility: | 0.21 |
| Parity: | 0.14 |
| Time value: | 0.47 |
| Break-even: | 71.10 |
| Moneyness: | 1.02 |
| Premium: | 0.07 |
| Premium p.a.: | 0.40 |
| Spread abs.: | 0.21 |
| Spread %: | 52.50% |
| Delta: | 0.60 |
| Theta: | -0.04 |
| Omega: | 6.50 |
| Rho: | 0.07 |
Quote data
| Open: | 0.3700 |
|---|---|
| High: | 0.4400 |
| Low: | 0.3700 |
| Previous Close: | 0.4100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -4.65% | ||
|---|---|---|---|
| 1 Month | +32.26% | ||
| 3 Months | 0.00% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4700 | 0.4100 |
|---|---|---|
| 1M High / 1M Low: | 0.4800 | 0.1500 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4280 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3080 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 566.57% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
