UC WAR. CALL 03/25 22UA/ DE000HD40424 /
2024-06-14 9:41:16 PM | Chg.-0.1500 | Bid9:59:48 PM | Ask9:59:48 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.0700EUR | -12.30% | 1.0300 Bid Size: 45,000 |
1.0400 Ask Size: 45,000 |
BIONTECH SE SPON. AD... | 100.00 - | 2025-03-19 | Call |
Master data
WKN: | HD4042 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | BIONTECH SE SPON. ADRS 1 |
Type: | Warrant |
Option type: | Call |
Strike price: | 100.00 - |
Maturity: | 2025-03-19 |
Issue date: | 2024-03-21 |
Last trading day: | 2025-03-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 7.27 |
Leverage: | Yes |
Calculated values
Fair value: | 0.71 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.49 |
Historic volatility: | 0.33 |
Parity: | -1.06 |
Time value: | 1.23 |
Break-even: | 112.30 |
Moneyness: | 0.89 |
Premium: | 0.26 |
Premium p.a.: | 0.35 |
Spread abs.: | 0.01 |
Spread %: | 0.82% |
Delta: | 0.51 |
Theta: | -0.03 |
Omega: | 3.69 |
Rho: | 0.25 |
Quote data
Open: | 1.2200 |
---|---|
High: | 1.2200 |
Low: | 1.0700 |
Previous Close: | 1.2200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -28.67% | ||
---|---|---|---|
1 Month | +4.90% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.5000 | 1.2200 |
---|---|---|
1M High / 1M Low: | 1.5700 | 0.9600 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.3540 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.2943 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 247.84% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |