UC WAR. CALL 12/24 NDA/ DE000HD2H4Y6 /
| 11/10/2024 21:46:06 | Chg.+0.0050 | Bid21:59:04 | Ask21:59:04 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0870EUR | +6.10% | 0.0200 Bid Size: 15,000 |
0.1700 Ask Size: 15,000 |
AURUBIS AG | 75.00 - | 18/12/2024 | Call |
Master data
| WKN: | HD2H4Y |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AURUBIS AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 75.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 06/02/2024 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 37.62 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.07 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.46 |
| Historic volatility: | 0.34 |
| Parity: | -1.11 |
| Time value: | 0.17 |
| Break-even: | 76.70 |
| Moneyness: | 0.85 |
| Premium: | 0.20 |
| Premium p.a.: | 1.69 |
| Spread abs.: | 0.15 |
| Spread %: | 750.00% |
| Delta: | 0.25 |
| Theta: | -0.03 |
| Omega: | 9.36 |
| Rho: | 0.03 |
Quote data
| Open: | 0.0800 |
|---|---|
| High: | 0.0870 |
| Low: | 0.0800 |
| Previous Close: | 0.0820 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -33.08% | ||
|---|---|---|---|
| 1 Month | -56.50% | ||
| 3 Months | -91.03% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1000 | 0.0790 |
|---|---|---|
| 1M High / 1M Low: | 0.3700 | 0.0740 |
| 6M High / 6M Low: | 1.1700 | 0.0740 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0856 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1545 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5454 | |
| Avg. volume 6M: | 10.3333 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 464.25% | |
| Volatility 6M: | 262.50% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
