UC WAR. CALL 12/24 GOB/ DE000HD18NS1 /
04/09/2024 21:45:19 | Chg.-0.0300 | Bid21:59:05 | Ask21:59:05 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1800EUR | -14.29% | 0.1600 Bid Size: 15,000 |
0.1900 Ask Size: 15,000 |
ST GOBAIN ... | 85.00 - | 18/12/2024 | Call |
Master data
WKN: | HD18NS |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ST GOBAIN EO 4 |
Type: | Warrant |
Option type: | Call |
Strike price: | 85.00 - |
Maturity: | 18/12/2024 |
Issue date: | 11/12/2023 |
Last trading day: | 17/12/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 37.26 |
Leverage: | Yes |
Calculated values
Fair value: | 0.18 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.26 |
Historic volatility: | 0.24 |
Parity: | -0.68 |
Time value: | 0.21 |
Break-even: | 87.10 |
Moneyness: | 0.92 |
Premium: | 0.11 |
Premium p.a.: | 0.45 |
Spread abs.: | 0.03 |
Spread %: | 16.67% |
Delta: | 0.32 |
Theta: | -0.02 |
Omega: | 12.02 |
Rho: | 0.07 |
Quote data
Open: | 0.1500 |
---|---|
High: | 0.1800 |
Low: | 0.1500 |
Previous Close: | 0.2100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -10.00% | ||
---|---|---|---|
1 Month | +12.50% | ||
3 Months | -53.85% | ||
YTD | 0.00% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.2300 | 0.1800 |
---|---|---|
1M High / 1M Low: | 0.2300 | 0.1300 |
6M High / 6M Low: | 0.5200 | 0.1300 |
High (YTD): | 15/05/2024 | 0.5200 |
Low (YTD): | 23/01/2024 | 0.0900 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.2080 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1717 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.2603 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 143.65% | |
Volatility 6M: | 201.68% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |