UC WAR. CALL 03/25 VBK/ DE000HD3ZVN7 /
| 2024-06-17 9:45:05 PM | Chg.+0.1500 | Bid9:59:00 PM | Ask9:59:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.1700EUR | +3.73% | 4.0900 Bid Size: 1,000 |
4.4400 Ask Size: 1,000 |
VERBIO SE INH O.N. | 20.00 - | 2025-03-19 | Call |
Master data
| WKN: | HD3ZVN |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VERBIO SE INH O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 20.00 - |
| Maturity: | 2025-03-19 |
| Issue date: | 2024-03-21 |
| Last trading day: | 2025-03-18 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.72 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.74 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.61 |
| Historic volatility: | 0.54 |
| Parity: | -0.35 |
| Time value: | 4.16 |
| Break-even: | 24.16 |
| Moneyness: | 0.98 |
| Premium: | 0.23 |
| Premium p.a.: | 0.32 |
| Spread abs.: | 0.34 |
| Spread %: | 8.90% |
| Delta: | 0.61 |
| Theta: | -0.01 |
| Omega: | 2.89 |
| Rho: | 0.06 |
Quote data
| Open: | 4.0200 |
|---|---|
| High: | 4.1700 |
| Low: | 4.0200 |
| Previous Close: | 4.0200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -10.32% | ||
|---|---|---|---|
| 1 Month | -13.31% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.6500 | 4.0200 |
|---|---|---|
| 1M High / 1M Low: | 6.2400 | 4.0200 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.3620 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.9838 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 121.70% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
