UC WAR. CALL 12/24 GXI/ DE000HD00YT4 /
| 6/27/2024 3:45:40 PM | Chg.+0.1200 | Bid4:47:55 PM | Ask4:47:55 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8000EUR | +17.65% | 0.8300 Bid Size: 70,000 |
0.8500 Ask Size: 70,000 |
GERRESHEIMER AG | 110.00 - | 12/18/2024 | Call |
Master data
| WKN: | HD00YT |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GERRESHEIMER AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 110.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 10/19/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 13.24 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.69 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.42 |
| Historic volatility: | 0.40 |
| Parity: | -1.20 |
| Time value: | 0.74 |
| Break-even: | 117.40 |
| Moneyness: | 0.89 |
| Premium: | 0.20 |
| Premium p.a.: | 0.46 |
| Spread abs.: | 0.08 |
| Spread %: | 12.12% |
| Delta: | 0.42 |
| Theta: | -0.04 |
| Omega: | 5.58 |
| Rho: | 0.16 |
Quote data
| Open: | 0.6800 |
|---|---|
| High: | 0.8000 |
| Low: | 0.6800 |
| Previous Close: | 0.6800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +33.33% | ||
|---|---|---|---|
| 1 Month | -25.23% | ||
| 3 Months | -35.48% | ||
| YTD | -19.19% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6800 | 0.6000 |
|---|---|---|
| 1M High / 1M Low: | 1.2600 | 0.6000 |
| 6M High / 6M Low: | 1.6300 | 0.5400 |
| High (YTD): | 3/6/2024 | 1.6300 |
| Low (YTD): | 5/22/2024 | 0.5400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6380 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9413 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.9902 | |
| Avg. volume 6M: | 32.3465 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 118.53% | |
| Volatility 6M: | 244.48% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
