UC WAR. CALL 06/24 1COV/ DE000HD4U3B7 /
07/06/2024 21:40:07 | Chg.+0.0090 | Bid21:59:05 | Ask21:59:05 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0520EUR | +20.93% | 0.0420 Bid Size: 30,000 |
0.0730 Ask Size: 30,000 |
COVESTRO AG O.N. | 52.00 - | 19/06/2024 | Call |
Master data
WKN: | HD4U3B |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | COVESTRO AG O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 52.00 - |
Maturity: | 19/06/2024 |
Issue date: | 18/04/2024 |
Last trading day: | 18/06/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 66.30 |
Leverage: | Yes |
Calculated values
Fair value: | 0.01 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.58 |
Historic volatility: | 0.28 |
Parity: | -0.36 |
Time value: | 0.07 |
Break-even: | 52.73 |
Moneyness: | 0.93 |
Premium: | 0.09 |
Premium p.a.: | 16.17 |
Spread abs.: | 0.03 |
Spread %: | 73.81% |
Delta: | 0.26 |
Theta: | -0.07 |
Omega: | 17.18 |
Rho: | 0.00 |
Quote data
Open: | 0.0430 |
---|---|
High: | 0.0520 |
Low: | 0.0390 |
Previous Close: | 0.0430 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -56.67% | ||
---|---|---|---|
1 Month | -77.39% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1200 | 0.0430 |
---|---|---|
1M High / 1M Low: | 0.2300 | 0.0430 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.0748 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1445 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 269.36% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |