UC WAR. CALL 03/25 VAS/ DE000HD43JK4 /
| 2024-06-21 9:46:50 PM | Chg.-0.1200 | Bid9:59:01 PM | Ask9:59:01 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.5800EUR | -4.44% | 2.4900 Bid Size: 2,000 |
2.7200 Ask Size: 2,000 |
VOESTALPINE AG | 25.00 - | 2025-03-19 | Call |
Master data
| WKN: | HD43JK |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VOESTALPINE AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 25.00 - |
| Maturity: | 2025-03-19 |
| Issue date: | 2024-03-25 |
| Last trading day: | 2025-03-18 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.21 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.40 |
|---|---|
| Intrinsic value: | 0.06 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.24 |
| Parity: | 0.06 |
| Time value: | 2.66 |
| Break-even: | 27.72 |
| Moneyness: | 1.00 |
| Premium: | 0.11 |
| Premium p.a.: | 0.15 |
| Spread abs.: | 0.23 |
| Spread %: | 9.24% |
| Delta: | 0.60 |
| Theta: | -0.01 |
| Omega: | 5.48 |
| Rho: | 0.09 |
Quote data
| Open: | 2.7000 |
|---|---|
| High: | 2.7800 |
| Low: | 2.5800 |
| Previous Close: | 2.7000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +1.98% | ||
|---|---|---|---|
| 1 Month | -23.21% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.7000 | 2.4500 |
|---|---|---|
| 1M High / 1M Low: | 3.6900 | 2.4500 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.5560 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.0735 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 91.45% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
