UC WAR. CALL 03/25 1U1/ DE000HD3ZW20 /
2024-09-20 9:45:20 PM | Chg.+0.0300 | Bid9:59:12 PM | Ask9:59:12 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.6000EUR | +5.26% | 0.5300 Bid Size: 8,000 |
0.6700 Ask Size: 8,000 |
1+1 AG INH O.N. | 20.00 - | 2025-03-19 | Call |
Master data
WKN: | HD3ZW2 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | 1+1 AG INH O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 20.00 - |
Maturity: | 2025-03-19 |
Issue date: | 2024-03-21 |
Last trading day: | 2025-03-18 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 20.21 |
Leverage: | Yes |
Calculated values
Fair value: | 0.04 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.59 |
Historic volatility: | 0.29 |
Parity: | -6.46 |
Time value: | 0.67 |
Break-even: | 20.67 |
Moneyness: | 0.68 |
Premium: | 0.53 |
Premium p.a.: | 1.37 |
Spread abs.: | 0.14 |
Spread %: | 26.42% |
Delta: | 0.24 |
Theta: | -0.01 |
Omega: | 4.93 |
Rho: | 0.01 |
Quote data
Open: | 0.4900 |
---|---|
High: | 0.6000 |
Low: | 0.4900 |
Previous Close: | 0.5700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -17.81% | ||
---|---|---|---|
1 Month | -25.00% | ||
3 Months | -51.22% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.6700 | 0.5700 |
---|---|---|
1M High / 1M Low: | 1.0900 | 0.5700 |
6M High / 6M Low: | 2.2700 | 0.3700 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.6100 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.8168 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.3522 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 121.24% | |
Volatility 6M: | 121.78% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |