UC WAR. CALL 06/24 INN1/ DE000HD46652 /
| 2024-05-31 9:46:55 PM | Chg.+0.0800 | Bid9:59:22 PM | Ask9:59:22 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0700EUR | +8.08% | 1.0900 Bid Size: 6,000 |
1.1300 Ask Size: 6,000 |
ING GROEP NV EO... | 15.50 - | 2024-06-19 | Call |
Master data
| WKN: | HD4665 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ING GROEP NV EO -,01 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 15.50 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2024-03-27 |
| Last trading day: | 2024-06-18 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 15.00 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.93 |
|---|---|
| Intrinsic value: | 0.85 |
| Implied volatility: | 0.37 |
| Historic volatility: | 0.21 |
| Parity: | 0.85 |
| Time value: | 0.24 |
| Break-even: | 16.59 |
| Moneyness: | 1.05 |
| Premium: | 0.01 |
| Premium p.a.: | 0.32 |
| Spread abs.: | 0.16 |
| Spread %: | 17.20% |
| Delta: | 0.76 |
| Theta: | -0.01 |
| Omega: | 11.34 |
| Rho: | 0.01 |
Quote data
| Open: | 1.0500 |
|---|---|
| High: | 1.1400 |
| Low: | 1.0000 |
| Previous Close: | 0.9900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +9.18% | ||
|---|---|---|---|
| 1 Month | +174.36% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9900 | 0.8200 |
|---|---|---|
| 1M High / 1M Low: | 1.2100 | 0.3900 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.9300 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9318 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 399.13% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
