UC WAR. CALL 05/24 RHM/ DE000HD3T5R2 /
2024-05-08 5:40:50 PM | Chg.+0.160 | Bid6:27:40 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
8.470EUR | +1.93% | 8.480 Bid Size: 3,000 |
- Ask Size: - |
RHEINMETALL AG | 450.00 EUR | 2024-05-15 | Call |
Master data
WKN: | HD3T5R |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | RHEINMETALL AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 450.00 EUR |
Maturity: | 2024-05-15 |
Issue date: | 2024-03-18 |
Last trading day: | 2024-05-14 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 6.37 |
Leverage: | Yes |
Calculated values
Fair value: | 7.91 |
---|---|
Intrinsic value: | 7.88 |
Implied volatility: | 0.99 |
Historic volatility: | 0.29 |
Parity: | 7.88 |
Time value: | 0.42 |
Break-even: | 533.00 |
Moneyness: | 1.18 |
Premium: | 0.01 |
Premium p.a.: | 0.51 |
Spread abs.: | 0.05 |
Spread %: | 0.61% |
Delta: | 0.89 |
Theta: | -0.98 |
Omega: | 5.70 |
Rho: | 0.07 |
Quote data
Open: | 8.150 |
---|---|
High: | 8.880 |
Low: | 8.150 |
Previous Close: | 8.310 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +21.00% | ||
---|---|---|---|
1 Month | -25.96% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - |
1W High / 1W Low: | 9.520 | 6.300 |
---|---|---|
1M High / 1M Low: | 11.440 | 6.220 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 8.145 | |
Avg. volume 1W: | 125 | |
Avg. price 1M: | 8.145 | |
Avg. volume 1M: | 69.952 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 219.67% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |