UC WAR. CALL 06/24 IES/ DE000HD43B97 /
2024-06-05 7:47:14 PM | Chg.-0.0020 | Bid8:30:45 PM | Ask8:30:45 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0490EUR | -3.92% | 0.0340 Bid Size: 35,000 |
0.0550 Ask Size: 35,000 |
INTESA SANPAOLO | 3.60 - | 2024-06-19 | Call |
Master data
WKN: | HD43B9 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | INTESA SANPAOLO |
Type: | Warrant |
Option type: | Call |
Strike price: | 3.60 - |
Maturity: | 2024-06-19 |
Issue date: | 2024-03-25 |
Last trading day: | 2024-06-18 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 51.41 |
Leverage: | Yes |
Calculated values
Fair value: | 0.04 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.33 |
Historic volatility: | 0.21 |
Parity: | -0.05 |
Time value: | 0.07 |
Break-even: | 3.67 |
Moneyness: | 0.99 |
Premium: | 0.03 |
Premium p.a.: | 1.41 |
Spread abs.: | 0.04 |
Spread %: | 109.09% |
Delta: | 0.43 |
Theta: | 0.00 |
Omega: | 22.10 |
Rho: | 0.00 |
Quote data
Open: | 0.0510 |
---|---|
High: | 0.0510 |
Low: | 0.0440 |
Previous Close: | 0.0510 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +22.50% | ||
---|---|---|---|
1 Month | +58.06% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.0910 | 0.0400 |
---|---|---|
1M High / 1M Low: | 0.1500 | 0.0400 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.0682 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.0750 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 592.36% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |