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: | - |