UC WAR. CALL 06/24 HOT/ DE000HD2MQ73 /
| 5/16/2024 1:46:57 PM | Chg.-0.0100 | Bid2:07:33 PM | Ask2:07:33 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8900EUR | -1.11% | 0.8600 Bid Size: 40,000 |
0.8700 Ask Size: 40,000 |
HOCHTIEF AG | 95.00 - | 6/19/2024 | Call |
Master data
| WKN: | HD2MQ7 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | HOCHTIEF AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 95.00 - |
| Maturity: | 6/19/2024 |
| Issue date: | 2/13/2024 |
| Last trading day: | 6/18/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 11.00 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.82 |
|---|---|
| Intrinsic value: | 0.73 |
| Implied volatility: | 0.37 |
| Historic volatility: | 0.25 |
| Parity: | 0.73 |
| Time value: | 0.20 |
| Break-even: | 104.30 |
| Moneyness: | 1.08 |
| Premium: | 0.02 |
| Premium p.a.: | 0.23 |
| Spread abs.: | 0.06 |
| Spread %: | 6.90% |
| Delta: | 0.77 |
| Theta: | -0.06 |
| Omega: | 8.46 |
| Rho: | 0.06 |
Quote data
| Open: | 0.9000 |
|---|---|
| High: | 0.9200 |
| Low: | 0.8400 |
| Previous Close: | 0.9000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -11.88% | ||
|---|---|---|---|
| 1 Month | +8.54% | ||
| 3 Months | -5.32% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0700 | 0.9000 |
|---|---|---|
| 1M High / 1M Low: | 1.1200 | 0.6900 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.9960 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9100 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 156.37% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
