UC WAR. CALL 12/24 NDA/ DE000HD2H4Y6 /
| 2024-11-15 9:45:42 PM | Chg.+0.0600 | Bid9:59:05 PM | Ask9:59:05 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7000EUR | +9.38% | 0.6100 Bid Size: 6,000 |
0.8000 Ask Size: 6,000 |
AURUBIS AG | 75.00 - | 2024-12-18 | Call |
Master data
| WKN: | HD2H4Y |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AURUBIS AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 75.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-02-06 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.81 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.54 |
|---|---|
| Intrinsic value: | 0.35 |
| Implied volatility: | 0.66 |
| Historic volatility: | 0.36 |
| Parity: | 0.35 |
| Time value: | 0.46 |
| Break-even: | 83.00 |
| Moneyness: | 1.05 |
| Premium: | 0.06 |
| Premium p.a.: | 0.90 |
| Spread abs.: | 0.19 |
| Spread %: | 31.15% |
| Delta: | 0.63 |
| Theta: | -0.09 |
| Omega: | 6.21 |
| Rho: | 0.04 |
Quote data
| Open: | 0.6400 |
|---|---|
| High: | 0.7200 |
| Low: | 0.6400 |
| Previous Close: | 0.6400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -32.69% | ||
|---|---|---|---|
| 1 Month | +438.46% | ||
| 3 Months | +218.18% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0100 | 0.6200 |
|---|---|---|
| 1M High / 1M Low: | 1.0400 | 0.1300 |
| 6M High / 6M Low: | 1.1700 | 0.0510 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7280 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4864 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4857 | |
| Avg. volume 6M: | 10.1756 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 412.27% | |
| Volatility 6M: | 337.16% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
