UC WAR. CALL 12/24 RRTL/ DE000HD3VAA7 /
| 2024-10-04 9:45:30 PM | Chg.+0.0300 | Bid9:59:00 PM | Ask9:59:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3400EUR | +9.68% | 0.3000 Bid Size: 10,000 |
0.4100 Ask Size: 10,000 |
RTL GROUP | 28.00 EUR | 2024-12-18 | Call |
Master data
| WKN: | HD3VAA |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | RTL GROUP |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 28.00 EUR |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-03-19 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.16 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.22 |
|---|---|
| Intrinsic value: | 0.14 |
| Implied volatility: | 0.64 |
| Historic volatility: | 0.25 |
| Parity: | 0.14 |
| Time value: | 0.27 |
| Break-even: | 32.10 |
| Moneyness: | 1.05 |
| Premium: | 0.09 |
| Premium p.a.: | 0.55 |
| Spread abs.: | 0.11 |
| Spread %: | 36.67% |
| Delta: | 0.63 |
| Theta: | -0.02 |
| Omega: | 4.52 |
| Rho: | 0.03 |
Quote data
| Open: | 0.3000 |
|---|---|
| High: | 0.3400 |
| Low: | 0.3000 |
| Previous Close: | 0.3100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +21.43% | ||
| 3 Months | -2.86% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3400 | 0.3100 |
|---|---|---|
| 1M High / 1M Low: | 0.3500 | 0.2500 |
| 6M High / 6M Low: | 0.5000 | 0.2300 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3280 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3095 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3556 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 93.83% | |
| Volatility 6M: | 79.96% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
