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: | - |
