UC WAR. CALL 12/25 BEI/ DE000HD1EN44 /
2024-11-15 9:42:28 PM | Chg.0.0000 | Bid9:59:21 PM | Ask9:59:21 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.2800EUR | 0.00% | 0.2500 Bid Size: 14,000 |
0.3100 Ask Size: 14,000 |
BEIERSDORF AG O.N. | 150.00 - | 2025-12-17 | Call |
Master data
WKN: | HD1EN4 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | BEIERSDORF AG O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 150.00 - |
Maturity: | 2025-12-17 |
Issue date: | 2023-12-27 |
Last trading day: | 2025-12-16 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 40.10 |
Leverage: | Yes |
Calculated values
Fair value: | 0.19 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.19 |
Historic volatility: | 0.15 |
Parity: | -2.57 |
Time value: | 0.31 |
Break-even: | 153.10 |
Moneyness: | 0.83 |
Premium: | 0.23 |
Premium p.a.: | 0.21 |
Spread abs.: | 0.06 |
Spread %: | 24.00% |
Delta: | 0.24 |
Theta: | -0.01 |
Omega: | 9.64 |
Rho: | 0.29 |
Quote data
Open: | 0.2600 |
---|---|
High: | 0.2800 |
Low: | 0.2600 |
Previous Close: | 0.2800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -9.68% | ||
---|---|---|---|
1 Month | -49.09% | ||
3 Months | -34.88% | ||
YTD | -76.07% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.2900 | 0.2700 |
---|---|---|
1M High / 1M Low: | 0.5700 | 0.2700 |
6M High / 6M Low: | 1.5600 | 0.2700 |
High (YTD): | 2024-05-10 | 1.6200 |
Low (YTD): | 2024-11-12 | 0.2700 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.2820 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.3870 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.7787 | |
Avg. volume 6M: | 272.7273 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 158.90% | |
Volatility 6M: | 122.93% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |