UC WAR. CALL 12/24 VAS/ DE000HD033M5 /
| 2024-07-26 9:46:04 PM | Chg.+0.0100 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6000EUR | +1.69% | 0.4900 Bid Size: 8,000 |
0.7000 Ask Size: 8,000 |
VOESTALPINE AG | 28.00 - | 2024-12-18 | Call |
Master data
| WKN: | HD033M |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VOESTALPINE AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 28.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-10-23 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 33.80 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.27 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.23 |
| Parity: | -4.34 |
| Time value: | 0.70 |
| Break-even: | 28.70 |
| Moneyness: | 0.85 |
| Premium: | 0.21 |
| Premium p.a.: | 0.63 |
| Spread abs.: | 0.21 |
| Spread %: | 42.86% |
| Delta: | 0.26 |
| Theta: | -0.01 |
| Omega: | 8.82 |
| Rho: | 0.02 |
Quote data
| Open: | 0.5900 |
|---|---|
| High: | 0.6000 |
| Low: | 0.5900 |
| Previous Close: | 0.5900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -21.05% | ||
|---|---|---|---|
| 1 Month | -42.86% | ||
| 3 Months | -56.83% | ||
| YTD | -84.50% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7600 | 0.5900 |
|---|---|---|
| 1M High / 1M Low: | 1.1500 | 0.5900 |
| 6M High / 6M Low: | 3.1900 | 0.5900 |
| High (YTD): | 2024-01-02 | 3.7700 |
| Low (YTD): | 2024-07-25 | 0.5900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6380 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8900 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.5002 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 127.88% | |
| Volatility 6M: | 132.53% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
