UC WAR. CALL 06/24 BSD2/ DE000HD11J71 /
| 5/29/2024 1:46:39 PM | Chg.-0.0260 | Bid3:04:34 PM | Ask3:04:34 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0730EUR | -26.26% | 0.0620 Bid Size: 175,000 |
0.0670 Ask Size: 175,000 |
BCO SANTANDER N.EO0,... | 4.80 - | 6/19/2024 | Call |
Master data
| WKN: | HD11J7 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BCO SANTANDER N.EO0,5 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 4.80 - |
| Maturity: | 6/19/2024 |
| Issue date: | 11/30/2023 |
| Last trading day: | 6/18/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 39.68 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.09 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.23 |
| Parity: | -0.04 |
| Time value: | 0.12 |
| Break-even: | 4.92 |
| Moneyness: | 0.99 |
| Premium: | 0.03 |
| Premium p.a.: | 0.77 |
| Spread abs.: | 0.03 |
| Spread %: | 33.33% |
| Delta: | 0.48 |
| Theta: | 0.00 |
| Omega: | 19.07 |
| Rho: | 0.00 |
Quote data
| Open: | 0.0990 |
|---|---|
| High: | 0.0990 |
| Low: | 0.0730 |
| Previous Close: | 0.0990 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -47.86% | ||
|---|---|---|---|
| 1 Month | -66.82% | ||
| 3 Months | +942.86% | ||
| YTD | +52.08% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1400 | 0.0910 |
|---|---|---|
| 1M High / 1M Low: | 0.2200 | 0.0790 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 4/29/2024 | 0.2200 |
| Low (YTD): | 2/16/2024 | 0.0050 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1080 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1310 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 376.80% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
