UC WAR. CALL 12/24 BNR/ DE000HD7Y4K9 /
| 03/09/2024 09:40:55 | Chg.+0.1200 | Bid11:21:35 | Ask11:21:35 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8200EUR | +17.14% | 0.8000 Bid Size: 60,000 |
0.8100 Ask Size: 60,000 |
BRENNTAG SE NA O.N. | 62.00 EUR | 18/12/2024 | Call |
Master data
| WKN: | HD7Y4K |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BRENNTAG SE NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 62.00 EUR |
| Maturity: | 18/12/2024 |
| Issue date: | 15/08/2024 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.98 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.66 |
|---|---|
| Intrinsic value: | 0.53 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.19 |
| Parity: | 0.53 |
| Time value: | 0.22 |
| Break-even: | 69.50 |
| Moneyness: | 1.09 |
| Premium: | 0.03 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.05 |
| Spread %: | 7.14% |
| Delta: | 0.76 |
| Theta: | -0.02 |
| Omega: | 6.82 |
| Rho: | 0.13 |
Quote data
| Open: | 0.7000 |
|---|---|
| High: | 0.8200 |
| Low: | 0.7000 |
| Previous Close: | 0.7000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +24.24% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7300 | 0.6600 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7080 | |
| Avg. volume 1W: | 0.0000 | |
| 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: | - |
