UC WAR. CALL 12/24 IBE1/ DE000HD1QUJ0 /
| 2024-09-10 3:46:13 PM | Chg.-0.0300 | Bid4:46:41 PM | Ask4:46:41 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.0100EUR | -1.47% | 2.0200 Bid Size: 25,000 |
2.0300 Ask Size: 25,000 |
IBERDROLA INH. EO... | 11.50 - | 2024-12-18 | Call |
Master data
| WKN: | HD1QUJ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | IBERDROLA INH. EO -,75 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 11.50 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-01-08 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.41 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.95 |
|---|---|
| Intrinsic value: | 1.83 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.16 |
| Parity: | 1.83 |
| Time value: | 0.25 |
| Break-even: | 13.58 |
| Moneyness: | 1.16 |
| Premium: | 0.02 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.04 |
| Spread %: | 1.96% |
| Delta: | 0.87 |
| Theta: | 0.00 |
| Omega: | 5.57 |
| Rho: | 0.03 |
Quote data
| Open: | 2.0100 |
|---|---|
| High: | 2.0800 |
| Low: | 2.0100 |
| Previous Close: | 2.0400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +31.37% | ||
|---|---|---|---|
| 1 Month | +97.06% | ||
| 3 Months | +107.22% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.0400 | 1.5300 |
|---|---|---|
| 1M High / 1M Low: | 2.0400 | 1.0200 |
| 6M High / 6M Low: | 2.0400 | 0.4200 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.7760 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.4414 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.9455 | |
| Avg. volume 6M: | 377.5625 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 97.35% | |
| Volatility 6M: | 129.27% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
