UC WAR. CALL 03/25 VAR1/ DE000HD466Z9 /
| 2024-05-31 9:46:27 PM | Chg.-0.2900 | Bid9:59:22 PM | Ask9:59:22 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.5500EUR | -7.55% | 3.5100 Bid Size: 3,000 |
3.6800 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: | 2.89 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.60 |
|---|---|
| Intrinsic value: | 0.64 |
| Implied volatility: | 0.91 |
| Historic volatility: | 0.59 |
| Parity: | 0.64 |
| Time value: | 3.04 |
| Break-even: | 13.68 |
| Moneyness: | 1.06 |
| Premium: | 0.29 |
| Premium p.a.: | 0.37 |
| Spread abs.: | 0.17 |
| Spread %: | 4.84% |
| Delta: | 0.70 |
| Theta: | -0.01 |
| Omega: | 2.02 |
| Rho: | 0.03 |
Quote data
| Open: | 3.8200 |
|---|---|
| High: | 3.8200 |
| Low: | 3.5500 |
| Previous Close: | 3.8400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -0.56% | ||
|---|---|---|---|
| 1 Month | +37.60% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.9000 | 3.5500 |
|---|---|---|
| 1M High / 1M Low: | 4.4500 | 2.7600 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.7240 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.7973 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 149.05% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
