UC WAR. CALL 12/24 VBK/ DE000HD6K4V3 /
| 02/10/2024 21:46:47 | Chg.-0.3500 | Bid21:59:32 | Ask21:59:32 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.5900EUR | -18.04% | 1.3600 Bid Size: 3,000 |
1.7100 Ask Size: 3,000 |
VERBIO SE INH O.N. | 18.00 - | 18/12/2024 | Call |
Master data
| WKN: | HD6K4V |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VERBIO SE INH O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 18.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 25/06/2024 |
| Last trading day: | 17/12/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.98 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.12 |
|---|---|
| Intrinsic value: | 0.32 |
| Implied volatility: | 0.55 |
| Historic volatility: | 0.57 |
| Parity: | 0.32 |
| Time value: | 1.72 |
| Break-even: | 20.04 |
| Moneyness: | 1.02 |
| Premium: | 0.09 |
| Premium p.a.: | 0.53 |
| Spread abs.: | 0.37 |
| Spread %: | 22.16% |
| Delta: | 0.59 |
| Theta: | -0.01 |
| Omega: | 5.29 |
| Rho: | 0.02 |
Quote data
| Open: | 1.6600 |
|---|---|
| High: | 1.6600 |
| Low: | 1.5900 |
| Previous Close: | 1.9400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +59.00% | ||
|---|---|---|---|
| 1 Month | +0.63% | ||
| 3 Months | -41.54% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.3300 | 1.0000 |
|---|---|---|
| 1M High / 1M Low: | 2.3300 | 0.4600 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.8940 | |
| Avg. volume 1W: | 228.2000 | |
| Avg. price 1M: | 1.2045 | |
| Avg. volume 1M: | 98.9091 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 531.81% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
