UC WAR. CALL 12/24 GXI/ DE000HD0UXY7 /
| 02/09/2024 17:45:55 | Chg.+0.0500 | Bid02/09/2024 | Ask02/09/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.7600EUR | +2.92% | 1.7200 Bid Size: 12,000 |
1.7800 Ask Size: 12,000 |
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: | 5.81 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.74 |
|---|---|
| Intrinsic value: | 1.35 |
| Implied volatility: | 0.42 |
| Historic volatility: | 0.40 |
| Parity: | 1.35 |
| Time value: | 0.43 |
| Break-even: | 107.80 |
| Moneyness: | 1.15 |
| Premium: | 0.04 |
| Premium p.a.: | 0.15 |
| Spread abs.: | 0.11 |
| Spread %: | 6.59% |
| Delta: | 0.78 |
| Theta: | -0.04 |
| Omega: | 4.53 |
| Rho: | 0.18 |
Quote data
| Open: | 1.7400 |
|---|---|
| High: | 1.7600 |
| Low: | 1.6700 |
| Previous Close: | 1.7100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +54.39% | ||
|---|---|---|---|
| 1 Month | +51.72% | ||
| 3 Months | -17.37% | ||
| YTD | -2.22% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.7100 | 1.0900 |
|---|---|---|
| 1M High / 1M Low: | 1.7100 | 1.0700 |
| 6M High / 6M Low: | 2.7900 | 1.0700 |
| High (YTD): | 06/03/2024 | 2.7900 |
| Low (YTD): | 05/08/2024 | 1.0700 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.3300 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3276 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.8733 | |
| Avg. volume 6M: | 80.7559 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 205.27% | |
| Volatility 6M: | 159.24% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
