UC WAR. CALL 03/25 VAR1/ DE000HD466Z9 /
| 2024-06-07 9:45:01 PM | Chg.-0.1000 | Bid9:59:01 PM | Ask9:59:01 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.9700EUR | -3.26% | 2.8900 Bid Size: 3,000 |
3.0500 Ask Size: 3,000 |
VARTA AG O.N. | 10.00 - | 2025-03-19 | Call |
Master data
| WKN: | HD466Z |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VARTA AG O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 10.00 - |
| Maturity: | 2025-03-19 |
| Issue date: | 2024-03-27 |
| Last trading day: | 2025-03-18 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.22 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.04 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.90 |
| Historic volatility: | 0.59 |
| Parity: | -0.19 |
| Time value: | 3.05 |
| Break-even: | 13.05 |
| Moneyness: | 0.98 |
| Premium: | 0.33 |
| Premium p.a.: | 0.44 |
| Spread abs.: | 0.16 |
| Spread %: | 5.54% |
| Delta: | 0.66 |
| Theta: | -0.01 |
| Omega: | 2.12 |
| Rho: | 0.03 |
Quote data
| Open: | 3.0700 |
|---|---|
| High: | 3.2500 |
| Low: | 2.9700 |
| Previous Close: | 3.0700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -16.34% | ||
|---|---|---|---|
| 1 Month | -24.04% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.2900 | 2.9600 |
|---|---|---|
| 1M High / 1M Low: | 4.4000 | 2.9600 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.0820 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.7091 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 91.81% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
