UC WAR. CALL 06/24 703/ DE000HD029X0 /
| 5/21/2024 3:46:58 PM | Chg.-0.5400 | Bid4:37:35 PM | Ask4:37:35 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3600EUR | -60.00% | 0.3500 Bid Size: 80,000 |
0.3600 Ask Size: 80,000 |
ALFEN N.V. EO -,10 | 35.00 - | 6/19/2024 | 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: | 6/19/2024 |
| Issue date: | 10/20/2023 |
| Last trading day: | 6/18/2024 |
| 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): | 2/14/2024 | 2.9200 |
| Low (YTD): | 4/25/2024 | 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: | - |
