UC WAR. CALL 06/24 MUV2/ DE000HD5DBN1 /
| 2024-06-06 1:41:45 PM | Chg.+0.2300 | Bid2:59:17 PM | Ask2:59:17 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.1400EUR | +7.90% | 3.3100 Bid Size: 15,000 |
3.3400 Ask Size: 15,000 |
MUENCH.RUECKVERS.VNA... | 430.00 - | 2024-06-19 | Call |
Master data
| WKN: | HD5DBN |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | MUENCH.RUECKVERS.VNA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 430.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2024-05-08 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 14.87 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.72 |
|---|---|
| Intrinsic value: | 2.65 |
| Implied volatility: | 0.39 |
| Historic volatility: | 0.17 |
| Parity: | 2.65 |
| Time value: | 0.42 |
| Break-even: | 460.70 |
| Moneyness: | 1.06 |
| Premium: | 0.01 |
| Premium p.a.: | 0.29 |
| Spread abs.: | 0.27 |
| Spread %: | 9.64% |
| Delta: | 0.81 |
| Theta: | -0.38 |
| Omega: | 12.03 |
| Rho: | 0.12 |
Quote data
| Open: | 2.9100 |
|---|---|
| High: | 3.1700 |
| Low: | 2.9100 |
| Previous Close: | 2.9100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +15.02% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.0600 | 2.3200 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.7800 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | - | |
| Avg. volume 1M: | - | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | - | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
