UC WAR. CALL 12/24 IBE1/ DE000HD0TUL2 /
8/16/2024 9:45:00 PM | Chg.+0.0100 | Bid9:59:09 PM | Ask9:59:09 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.5000EUR | +2.04% | 0.4900 Bid Size: 8,000 |
0.5300 Ask Size: 8,000 |
IBERDROLA INH. EO... | 12.50 - | 12/18/2024 | Call |
Master data
WKN: | HD0TUL |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | IBERDROLA INH. EO -,75 |
Type: | Warrant |
Option type: | Call |
Strike price: | 12.50 - |
Maturity: | 12/18/2024 |
Issue date: | 11/20/2023 |
Last trading day: | 12/17/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 24.11 |
Leverage: | Yes |
Calculated values
Fair value: | 0.45 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.19 |
Historic volatility: | 0.16 |
Parity: | -0.21 |
Time value: | 0.51 |
Break-even: | 13.01 |
Moneyness: | 0.98 |
Premium: | 0.06 |
Premium p.a.: | 0.18 |
Spread abs.: | 0.04 |
Spread %: | 8.51% |
Delta: | 0.51 |
Theta: | 0.00 |
Omega: | 12.20 |
Rho: | 0.02 |
Quote data
Open: | 0.4900 |
---|---|
High: | 0.5000 |
Low: | 0.4800 |
Previous Close: | 0.4900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +19.05% | ||
---|---|---|---|
1 Month | +51.52% | ||
3 Months | -12.28% | ||
YTD | -7.41% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.5100 | 0.4100 |
---|---|---|
1M High / 1M Low: | 0.6200 | 0.3100 |
6M High / 6M Low: | 0.6200 | 0.1100 |
High (YTD): | 8/2/2024 | 0.6200 |
Low (YTD): | 2/28/2024 | 0.1100 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.4620 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.4248 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.3504 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 242.57% | |
Volatility 6M: | 195.54% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |