UC WAR. CALL 06/24 703/ DE000HD029X0 /
2024-05-21 9:46:41 PM | Chg.-0.5400 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.3600EUR | -60.00% | 0.3500 Bid Size: 10,000 |
0.3800 Ask Size: 10,000 |
ALFEN N.V. EO -,10 | 35.00 - | 2024-06-19 | Call |
Master data
WKN: | HD029X |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ALFEN N.V. EO -,10 |
Type: | Warrant |
Option type: | Call |
Strike price: | 35.00 - |
Maturity: | 2024-06-19 |
Issue date: | 2023-10-20 |
Last trading day: | 2024-06-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 4.63 |
Leverage: | Yes |
Calculated values
Fair value: | 0.76 |
---|---|
Intrinsic value: | 0.71 |
Implied volatility: | 1.08 |
Historic volatility: | 0.59 |
Parity: | 0.71 |
Time value: | 0.20 |
Break-even: | 44.10 |
Moneyness: | 1.20 |
Premium: | 0.05 |
Premium p.a.: | 0.79 |
Spread abs.: | 0.03 |
Spread %: | 3.41% |
Delta: | 0.78 |
Theta: | -0.07 |
Omega: | 3.61 |
Rho: | 0.02 |
Quote data
Open: | 0.2900 |
---|---|
High: | 0.3800 |
Low: | 0.2900 |
Previous Close: | 0.9000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -59.55% | ||
---|---|---|---|
1 Month | -26.53% | ||
3 Months | -83.78% | ||
YTD | -86.91% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.9000 | 0.7200 |
---|---|---|
1M High / 1M Low: | 0.9000 | 0.3500 |
6M High / 6M Low: | 2.9200 | 0.3500 |
High (YTD): | 2024-02-14 | 2.9200 |
Low (YTD): | 2024-04-25 | 0.3500 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.8180 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.6635 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.6066 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 339.81% | |
Volatility 6M: | 188.11% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |