UC WAR. CALL 06/24 BSD2/ DE000HD11J71 /
| 17/05/2024 21:45:38 | Chg.+0.0300 | Bid21:59:20 | Ask21:59:20 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1700EUR | +21.43% | 0.1600 Bid Size: 15,000 |
0.1800 Ask Size: 15,000 |
BCO SANTANDER N.EO0,... | 4.80 - | 19/06/2024 | 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: | 19/06/2024 |
| Issue date: | 30/11/2023 |
| Last trading day: | 18/06/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 27.00 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.17 |
|---|---|
| Intrinsic value: | 0.06 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.23 |
| Parity: | 0.06 |
| Time value: | 0.12 |
| Break-even: | 4.98 |
| Moneyness: | 1.01 |
| Premium: | 0.02 |
| Premium p.a.: | 0.32 |
| Spread abs.: | 0.02 |
| Spread %: | 12.50% |
| Delta: | 0.60 |
| Theta: | 0.00 |
| Omega: | 16.23 |
| Rho: | 0.00 |
Quote data
| Open: | 0.1400 |
|---|---|
| High: | 0.1800 |
| Low: | 0.1400 |
| Previous Close: | 0.1400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +30.77% | ||
|---|---|---|---|
| 1 Month | +123.68% | ||
| 3 Months | +3300.00% | ||
| YTD | +254.17% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1700 | 0.1300 |
|---|---|---|
| 1M High / 1M Low: | 0.2200 | 0.0750 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 29/04/2024 | 0.2200 |
| Low (YTD): | 16/02/2024 | 0.0050 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1440 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1339 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 426.33% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
