UC WAR. CALL 12/24 UHR/ DE000HD4RUB9 /
| 08/10/2024 21:47:14 | Chg.-0.1200 | Bid21:59:13 | Ask21:59:13 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3400EUR | -26.09% | 0.2700 Bid Size: 10,000 |
0.3800 Ask Size: 10,000 |
Swatch Group AG | 210.00 - | 18/12/2024 | Call |
Master data
| WKN: | HD4RUB |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Swatch Group AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 210.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 17/04/2024 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 39.53 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.80 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.31 |
| Parity: | -0.84 |
| Time value: | 0.51 |
| Break-even: | 215.10 |
| Moneyness: | 0.96 |
| Premium: | 0.07 |
| Premium p.a.: | 0.40 |
| Spread abs.: | 0.11 |
| Spread %: | 27.50% |
| Delta: | 0.38 |
| Theta: | -0.06 |
| Omega: | 15.16 |
| Rho: | 0.14 |
Quote data
| Open: | 0.2600 |
|---|---|
| High: | 0.3400 |
| Low: | 0.2600 |
| Previous Close: | 0.4600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +6.25% | ||
|---|---|---|---|
| 1 Month | +282.02% | ||
| 3 Months | -41.38% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4600 | 0.3100 |
|---|---|---|
| 1M High / 1M Low: | 0.4600 | 0.0010 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3680 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1704 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 21,368.54% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
