UC WAR. CALL 06/24 NDA/ DE000HD11L51 /
| 2024-05-23 11:47:14 AM | Chg.+0.0100 | Bid12:40:13 PM | Ask12:40:13 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2600EUR | +4.00% | 0.2400 Bid Size: 45,000 |
0.2500 Ask Size: 45,000 |
AURUBIS AG | 75.00 - | 2024-06-19 | Call |
Master data
| WKN: | HD11L5 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AURUBIS AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 75.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-11-30 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 18.54 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.23 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.53 |
| Historic volatility: | 0.33 |
| Parity: | -0.09 |
| Time value: | 0.40 |
| Break-even: | 79.00 |
| Moneyness: | 0.99 |
| Premium: | 0.07 |
| Premium p.a.: | 1.35 |
| Spread abs.: | 0.18 |
| Spread %: | 81.82% |
| Delta: | 0.51 |
| Theta: | -0.08 |
| Omega: | 9.37 |
| Rho: | 0.02 |
Quote data
| Open: | 0.2400 |
|---|---|
| High: | 0.2600 |
| Low: | 0.2100 |
| Previous Close: | 0.2500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -35.00% | ||
|---|---|---|---|
| 1 Month | -10.34% | ||
| 3 Months | +356.14% | ||
| YTD | -59.38% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6100 | 0.2500 |
|---|---|---|
| 1M High / 1M Low: | 0.6100 | 0.0900 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-05-20 | 0.6100 |
| Low (YTD): | 2024-03-05 | 0.0040 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4500 | |
| Avg. volume 1W: | 36.6000 | |
| Avg. price 1M: | 0.3057 | |
| Avg. volume 1M: | 8.7143 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 546.99% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
