UC WAR. CALL 01/25 BCO/ DE000HD0NWA4 /
| 13/05/2024 13:40:20 | Chg.-0.0100 | Bid14:08:15 | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0590EUR | -14.49% | 0.0600 Bid Size: 15,000 |
- Ask Size: - |
BOEING CO. ... | 320.00 - | 15/01/2025 | Call |
Master data
| WKN: | HD0NWA |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BOEING CO. DL 5 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 320.00 - |
| Maturity: | 15/01/2025 |
| Issue date: | 13/11/2023 |
| Last trading day: | 14/01/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 240.21 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.00 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.39 |
| Historic volatility: | 0.27 |
| Parity: | -15.43 |
| Time value: | 0.07 |
| Break-even: | 320.69 |
| Moneyness: | 0.52 |
| Premium: | 0.93 |
| Premium p.a.: | 1.65 |
| Spread abs.: | 0.00 |
| Spread %: | 2.99% |
| Delta: | 0.04 |
| Theta: | -0.01 |
| Omega: | 8.70 |
| Rho: | 0.04 |
Quote data
| Open: | 0.0490 |
|---|---|
| High: | 0.0590 |
| Low: | 0.0490 |
| Previous Close: | 0.0690 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -14.49% | ||
|---|---|---|---|
| 1 Month | -27.16% | ||
| 3 Months | -82.12% | ||
| YTD | -95.87% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0770 | 0.0690 |
|---|---|---|
| 1M High / 1M Low: | 0.0780 | 0.0490 |
| 6M High / 6M Low: | 1.7000 | 0.0490 |
| High (YTD): | 02/01/2024 | 1.1900 |
| Low (YTD): | 24/04/2024 | 0.0490 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0728 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0682 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4820 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 210.05% | |
| Volatility 6M: | 180.45% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
