UC WAR. CALL 06/24 BOY/ DE000HD029Z5 /
| 6/3/2024 9:46:37 AM | Chg.+0.0500 | Bid9:52:47 AM | Ask9:52:47 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6300EUR | +8.62% | 0.6500 Bid Size: 40,000 |
0.6600 Ask Size: 40,000 |
BCO BIL.VIZ.ARG.NOM.... | 9.50 - | 6/19/2024 | Call |
Master data
| WKN: | HD029Z |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BCO BIL.VIZ.ARG.NOM.EO-49 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 9.50 - |
| Maturity: | 6/19/2024 |
| Issue date: | 10/20/2023 |
| Last trading day: | 6/18/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 15.29 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.51 |
|---|---|
| Intrinsic value: | 0.44 |
| Implied volatility: | 0.44 |
| Historic volatility: | 0.24 |
| Parity: | 0.44 |
| Time value: | 0.21 |
| Break-even: | 10.15 |
| Moneyness: | 1.05 |
| Premium: | 0.02 |
| Premium p.a.: | 0.53 |
| Spread abs.: | 0.05 |
| Spread %: | 8.33% |
| Delta: | 0.70 |
| Theta: | -0.01 |
| Omega: | 10.74 |
| Rho: | 0.00 |
Quote data
| Open: | 0.5800 |
|---|---|
| High: | 0.6300 |
| Low: | 0.5800 |
| Previous Close: | 0.5800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +1.61% | ||
|---|---|---|---|
| 1 Month | -5.97% | ||
| 3 Months | +75.00% | ||
| YTD | +320.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6200 | 0.4400 |
|---|---|---|
| 1M High / 1M Low: | 0.9900 | 0.4400 |
| 6M High / 6M Low: | 1.5800 | 0.0710 |
| High (YTD): | 4/4/2024 | 1.5800 |
| Low (YTD): | 1/29/2024 | 0.0710 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5560 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6590 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5879 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 318.13% | |
| Volatility 6M: | 288.63% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
