UC WAR. CALL 06/24 BSD2/ DE000HD11J71 /
| 2024-05-30 11:45:40 AM | Chg.+0.0200 | Bid1:18:52 PM | Ask1:18:52 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0870EUR | +29.85% | 0.0890 Bid Size: 150,000 |
0.0940 Ask Size: 150,000 |
BCO SANTANDER N.EO0,... | 4.80 - | 2024-06-19 | 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: | 2024-06-19 |
| Issue date: | 2023-11-30 |
| Last trading day: | 2024-06-18 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 60.12 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.06 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.23 |
| Parity: | -0.11 |
| Time value: | 0.08 |
| Break-even: | 4.88 |
| Moneyness: | 0.98 |
| Premium: | 0.04 |
| Premium p.a.: | 1.06 |
| Spread abs.: | 0.02 |
| Spread %: | 41.82% |
| Delta: | 0.38 |
| Theta: | 0.00 |
| Omega: | 23.00 |
| Rho: | 0.00 |
Quote data
| Open: | 0.0670 |
|---|---|
| High: | 0.0870 |
| Low: | 0.0670 |
| Previous Close: | 0.0670 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -20.91% | ||
|---|---|---|---|
| 1 Month | -13.00% | ||
| 3 Months | +1142.86% | ||
| YTD | +81.25% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1100 | 0.0670 |
|---|---|---|
| 1M High / 1M Low: | 0.1700 | 0.0670 |
| 6M High / 6M Low: | 0.2200 | 0.0050 |
| High (YTD): | 2024-04-29 | 0.2200 |
| Low (YTD): | 2024-02-16 | 0.0050 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0934 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1237 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.0638 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 343.69% | |
| Volatility 6M: | 441.91% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
