UC WAR. CALL 12/24 NDA/ DE000HD337P3 /
9/6/2024 9:47:00 PM | Chg.+0.0010 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0520EUR | +1.96% | 0.0100 Bid Size: 14,000 |
0.3300 Ask Size: 14,000 |
AURUBIS AG | 85.00 - | 12/18/2024 | Call |
Master data
WKN: | HD337P |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | AURUBIS AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 85.00 - |
Maturity: | 12/18/2024 |
Issue date: | 2/27/2024 |
Last trading day: | 12/17/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 20.36 |
Leverage: | Yes |
Calculated values
Fair value: | 0.06 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.60 |
Historic volatility: | 0.32 |
Parity: | -1.78 |
Time value: | 0.33 |
Break-even: | 88.30 |
Moneyness: | 0.79 |
Premium: | 0.31 |
Premium p.a.: | 1.66 |
Spread abs.: | 0.32 |
Spread %: | 3,200.00% |
Delta: | 0.29 |
Theta: | -0.04 |
Omega: | 5.90 |
Rho: | 0.05 |
Quote data
Open: | 0.0330 |
---|---|
High: | 0.0520 |
Low: | 0.0330 |
Previous Close: | 0.0510 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -39.53% | ||
---|---|---|---|
1 Month | +23.81% | ||
3 Months | -84.71% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.0760 | 0.0450 |
---|---|---|
1M High / 1M Low: | 0.0910 | 0.0420 |
6M High / 6M Low: | 0.6700 | 0.0010 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.0574 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.0637 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.2890 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 258.96% | |
Volatility 6M: | 4,168.10% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |