UC WAR. CALL 12/24 DUE/ DE000HD04MN4 /
| 2024-10-04 9:45:46 PM | Chg.+0.4200 | Bid9:59:01 PM | Ask9:59:01 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.1200EUR | +15.56% | 2.8300 Bid Size: 2,000 |
3.5100 Ask Size: 2,000 |
DUERR AG O.N. | 20.00 - | 2024-12-18 | Call |
Master data
| WKN: | HD04MN |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | DUERR AG O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 20.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-10-24 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.44 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.08 |
|---|---|
| Intrinsic value: | 2.60 |
| Implied volatility: | 0.48 |
| Historic volatility: | 0.33 |
| Parity: | 2.60 |
| Time value: | 0.91 |
| Break-even: | 23.51 |
| Moneyness: | 1.13 |
| Premium: | 0.04 |
| Premium p.a.: | 0.21 |
| Spread abs.: | 0.68 |
| Spread %: | 24.03% |
| Delta: | 0.76 |
| Theta: | -0.01 |
| Omega: | 4.89 |
| Rho: | 0.03 |
Quote data
| Open: | 2.5400 |
|---|---|
| High: | 3.1200 |
| Low: | 2.5400 |
| Previous Close: | 2.7000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +13.45% | ||
|---|---|---|---|
| 1 Month | +228.42% | ||
| 3 Months | +46.48% | ||
| YTD | -10.86% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.1200 | 2.6300 |
|---|---|---|
| 1M High / 1M Low: | 3.1200 | 0.4500 |
| 6M High / 6M Low: | 6.1300 | 0.4500 |
| High (YTD): | 2024-05-14 | 6.1300 |
| Low (YTD): | 2024-09-10 | 0.4500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.7660 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.5618 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.8308 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 429.90% | |
| Volatility 6M: | 238.24% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
