UC WAR. CALL 03/25 OEWA/ DE000HD43J73 /
| 2024-06-19 9:46:17 AM | Chg.0.0000 | Bid10:19:08 AM | Ask10:19:08 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2700EUR | 0.00% | 1.2600 Bid Size: 35,000 |
1.2700 Ask Size: 35,000 |
VERBUND AG INH... | 69.2678 EUR | 2025-03-19 | Call |
Master data
| WKN: | HD43J7 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VERBUND AG INH. A |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 69.27 EUR |
| Maturity: | 2025-03-19 |
| Issue date: | 2024-03-25 |
| Last trading day: | 2025-03-18 |
| Ratio: | 9.89:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.99 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.17 |
|---|---|
| Intrinsic value: | 0.66 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.27 |
| Parity: | 0.66 |
| Time value: | 0.62 |
| Break-even: | 81.93 |
| Moneyness: | 1.09 |
| Premium: | 0.08 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.05 |
| Spread %: | 4.07% |
| Delta: | 0.71 |
| Theta: | -0.02 |
| Omega: | 4.27 |
| Rho: | 0.31 |
Quote data
| Open: | 1.2700 |
|---|---|
| High: | 1.2700 |
| Low: | 1.2700 |
| Previous Close: | 1.2700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -5.22% | ||
|---|---|---|---|
| 1 Month | +12.39% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.3400 | 1.1600 |
|---|---|---|
| 1M High / 1M Low: | 1.4200 | 1.1600 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.2500 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.2977 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 98.41% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
