UC WAR. CALL 06/24 NDA/ DE000HD3PQ38 /
| 2024-05-24 9:46:51 PM | Chg.+0.0200 | Bid9:59:08 PM | Ask9:59:08 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4400EUR | +4.76% | 0.4200 Bid Size: 8,000 |
0.4700 Ask Size: 8,000 |
AURUBIS AG | 72.00 EUR | 2024-06-19 | Call |
Master data
| WKN: | HD3PQ3 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AURUBIS AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 72.00 EUR |
| Maturity: | 2024-06-19 |
| Issue date: | 2024-03-14 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 17.35 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.42 |
|---|---|
| Intrinsic value: | 0.26 |
| Implied volatility: | 0.34 |
| Historic volatility: | 0.33 |
| Parity: | 0.26 |
| Time value: | 0.17 |
| Break-even: | 76.30 |
| Moneyness: | 1.04 |
| Premium: | 0.02 |
| Premium p.a.: | 0.37 |
| Spread abs.: | 0.04 |
| Spread %: | 10.26% |
| Delta: | 0.68 |
| Theta: | -0.05 |
| Omega: | 11.77 |
| Rho: | 0.03 |
Quote data
| Open: | 0.4000 |
|---|---|
| High: | 0.4400 |
| Low: | 0.3900 |
| Previous Close: | 0.4200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -41.33% | ||
|---|---|---|---|
| 1 Month | -4.35% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8600 | 0.4100 |
|---|---|---|
| 1M High / 1M Low: | 0.8600 | 0.1800 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6300 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4652 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 457.70% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
