UC WAR. CALL 12/24 DNQ/ DE000HD35W84 /
2024-07-31 9:45:49 PM | Chg.+0.3400 | Bid9:59:29 PM | Ask9:59:29 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.3000EUR | +17.35% | 2.2200 Bid Size: 2,000 |
2.4400 Ask Size: 2,000 |
- | 276.5322 NOK | 2024-12-18 | Call |
Master data
WKN: | HD35W8 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | - |
Type: | Warrant |
Option type: | Call |
Strike price: | 276.53 NOK |
Maturity: | 2024-12-18 |
Issue date: | 2024-02-28 |
Last trading day: | 2024-12-17 |
Ratio: | 1:1.01 |
Exercise type: | American |
Quanto: | No |
Gearing: | 11.46 |
Leverage: | Yes |
Calculated values
Fair value: | 2.18 |
---|---|
Intrinsic value: | 0.67 |
Implied volatility: | 0.27 |
Historic volatility: | 0.28 |
Parity: | 0.67 |
Time value: | 1.45 |
Break-even: | 25.43 |
Moneyness: | 1.03 |
Premium: | 0.06 |
Premium p.a.: | 0.16 |
Spread abs.: | 0.22 |
Spread %: | 11.58% |
Delta: | 0.63 |
Theta: | -0.01 |
Omega: | 7.24 |
Rho: | 0.05 |
Quote data
Open: | 2.0900 |
---|---|
High: | 2.3000 |
Low: | 2.0900 |
Previous Close: | 1.9600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +2.68% | ||
---|---|---|---|
1 Month | -35.21% | ||
3 Months | -25.57% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.2400 | 1.9600 |
---|---|---|
1M High / 1M Low: | 3.6500 | 1.9600 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.0880 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.6773 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 107.04% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |