UC WAR. CALL 06/24 BSD2/ DE000HD11J71 /
| 5/13/2024 9:46:33 PM | Chg.- | Bid9:59:53 PM | Ask9:59:53 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1300EUR | - | 0.1200 Bid Size: 20,000 |
0.1400 Ask Size: 20,000 |
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: | 33.82 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.12 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.23 |
| Parity: | -0.07 |
| Time value: | 0.14 |
| Break-even: | 4.94 |
| Moneyness: | 0.99 |
| Premium: | 0.04 |
| Premium p.a.: | 0.52 |
| Spread abs.: | 0.02 |
| Spread %: | 16.67% |
| Delta: | 0.47 |
| Theta: | 0.00 |
| Omega: | 15.94 |
| Rho: | 0.00 |
Quote data
| Open: | 0.1300 |
|---|---|
| High: | 0.1400 |
| Low: | 0.1300 |
| Previous Close: | 0.1300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -7.14% | ||
|---|---|---|---|
| 1 Month | +88.41% | ||
| 3 Months | +1200.00% | ||
| YTD | +170.83% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1600 | 0.1300 |
|---|---|---|
| 1M High / 1M Low: | 0.2200 | 0.0510 |
| 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: | 0.1420 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1196 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 444.33% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
