UC WAR. CALL 12/24 GXI/ DE000HD0UXY7 /
| 26/07/2024 21:45:36 | Chg.+0.0800 | Bid21:59:45 | Ask21:59:45 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2500EUR | +6.84% | 1.2000 Bid Size: 8,000 |
1.3000 Ask Size: 8,000 |
GERRESHEIMER AG | 90.00 - | 18/12/2024 | Call |
Master data
| WKN: | HD0UXY |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GERRESHEIMER AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 90.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 21/11/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.21 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.19 |
|---|---|
| Intrinsic value: | 0.38 |
| Implied volatility: | 0.45 |
| Historic volatility: | 0.40 |
| Parity: | 0.38 |
| Time value: | 0.93 |
| Break-even: | 103.00 |
| Moneyness: | 1.04 |
| Premium: | 0.10 |
| Premium p.a.: | 0.27 |
| Spread abs.: | 0.10 |
| Spread %: | 8.33% |
| Delta: | 0.63 |
| Theta: | -0.04 |
| Omega: | 4.55 |
| Rho: | 0.18 |
Quote data
| Open: | 1.1700 |
|---|---|
| High: | 1.2900 |
| Low: | 1.1700 |
| Previous Close: | 1.1700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -11.35% | ||
|---|---|---|---|
| 1 Month | -32.80% | ||
| 3 Months | -37.50% | ||
| YTD | -30.56% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.4200 | 1.1700 |
|---|---|---|
| 1M High / 1M Low: | 2.0500 | 1.1700 |
| 6M High / 6M Low: | 2.7900 | 1.1700 |
| High (YTD): | 06/03/2024 | 2.7900 |
| Low (YTD): | 25/07/2024 | 1.1700 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.3200 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.6848 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.9589 | |
| Avg. volume 6M: | 81.3071 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 132.82% | |
| Volatility 6M: | 176.33% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
