UC WAR. CALL 03/25 VAS/ DE000HD43JN8 /
06/06/2024 17:46:19 | Chg.-0.0400 | Bid06/06/2024 | Ask06/06/2024 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.5100EUR | -7.27% | 0.5000 Bid Size: 8,000 |
0.5900 Ask Size: 8,000 |
VOESTALPINE AG | 35.00 - | 19/03/2025 | Call |
Master data
WKN: | HD43JN |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | VOESTALPINE AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 35.00 - |
Maturity: | 19/03/2025 |
Issue date: | 25/03/2024 |
Last trading day: | 18/03/2025 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 47.78 |
Leverage: | Yes |
Calculated values
Fair value: | 0.36 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.28 |
Historic volatility: | 0.24 |
Parity: | -8.72 |
Time value: | 0.55 |
Break-even: | 35.55 |
Moneyness: | 0.75 |
Premium: | 0.35 |
Premium p.a.: | 0.47 |
Spread abs.: | 0.22 |
Spread %: | 66.67% |
Delta: | 0.18 |
Theta: | 0.00 |
Omega: | 8.43 |
Rho: | 0.03 |
Quote data
Open: | 0.5500 |
---|---|
High: | 0.5500 |
Low: | 0.4800 |
Previous Close: | 0.5500 |
Turnover: | 148.4000 |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -7.27% | ||
---|---|---|---|
1 Month | +2.00% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.6000 | 0.4800 |
---|---|---|
1M High / 1M Low: | 0.6300 | 0.3700 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.5500 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.5139 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 158.76% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |