UC WAR. CALL 12/24 BOY/ DE000HD3PWY3 /
| 2024-11-08 9:45:56 PM | Chg.-0.0420 | Bid9:59:49 PM | Ask9:59:49 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0560EUR | -42.86% | 0.0200 Bid Size: 12,000 |
0.1100 Ask Size: 12,000 |
BCO BIL.VIZ.ARG.NOM.... | 10.50 EUR | 2024-12-18 | Call |
Master data
| WKN: | HD3PWY |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BCO BIL.VIZ.ARG.NOM.EO-49 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 10.50 EUR |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-03-14 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 75.85 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.02 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.44 |
| Historic volatility: | 0.27 |
| Parity: | -1.40 |
| Time value: | 0.12 |
| Break-even: | 10.62 |
| Moneyness: | 0.87 |
| Premium: | 0.17 |
| Premium p.a.: | 3.24 |
| Spread abs.: | 0.10 |
| Spread %: | 500.00% |
| Delta: | 0.18 |
| Theta: | 0.00 |
| Omega: | 13.78 |
| Rho: | 0.00 |
Quote data
| Open: | 0.0300 |
|---|---|
| High: | 0.0560 |
| Low: | 0.0300 |
| Previous Close: | 0.0980 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -62.67% | ||
|---|---|---|---|
| 1 Month | -62.67% | ||
| 3 Months | -68.89% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1600 | 0.0560 |
|---|---|---|
| 1M High / 1M Low: | 0.1700 | 0.0560 |
| 6M High / 6M Low: | 0.7700 | 0.0560 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1076 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1101 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3027 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 367.80% | |
| Volatility 6M: | 262.40% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
