UC WAR. CALL 12/24 NDA/ DE000HD8TYK9 /
| 2024-11-12 9:47:00 PM | Chg.-0.4400 | Bid9:59:02 PM | Ask9:59:02 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7900EUR | -35.77% | 0.7700 Bid Size: 8,000 |
0.8200 Ask Size: 8,000 |
AURUBIS AG | 72.00 EUR | 2024-12-18 | Call |
Master data
| WKN: | HD8TYK |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AURUBIS AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 72.00 EUR |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-09-19 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.54 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.05 |
|---|---|
| Intrinsic value: | 0.98 |
| Implied volatility: | 0.65 |
| Historic volatility: | 0.35 |
| Parity: | 0.98 |
| Time value: | 0.27 |
| Break-even: | 84.50 |
| Moneyness: | 1.14 |
| Premium: | 0.03 |
| Premium p.a.: | 0.39 |
| Spread abs.: | 0.05 |
| Spread %: | 4.17% |
| Delta: | 0.77 |
| Theta: | -0.07 |
| Omega: | 5.04 |
| Rho: | 0.05 |
Quote data
| Open: | 1.1000 |
|---|---|
| High: | 1.1000 |
| Low: | 0.7900 |
| Previous Close: | 1.2300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -33.61% | ||
|---|---|---|---|
| 1 Month | +464.29% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2600 | 0.9000 |
|---|---|---|
| 1M High / 1M Low: | 1.2600 | 0.1000 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1680 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5290 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 393.94% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
