UC WAR. CALL 06/24 SZG/ DE000HD0B916 /
| 2024-06-04 9:46:04 PM | Chg.-0.5300 | Bid9:59:22 PM | Ask9:59:22 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4500EUR | -54.08% | 0.3100 Bid Size: 10,000 |
0.5100 Ask Size: 10,000 |
SALZGITTER AG O.N. | 22.00 - | 2024-06-19 | Call |
Master data
| WKN: | HD0B91 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SALZGITTER AG O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 22.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-11-01 |
| Last trading day: | 2024-06-18 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 20.61 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.90 |
|---|---|
| Intrinsic value: | 0.46 |
| Implied volatility: | 0.46 |
| Historic volatility: | 0.35 |
| Parity: | 0.46 |
| Time value: | 0.63 |
| Break-even: | 23.09 |
| Moneyness: | 1.02 |
| Premium: | 0.03 |
| Premium p.a.: | 0.96 |
| Spread abs.: | 0.21 |
| Spread %: | 23.86% |
| Delta: | 0.61 |
| Theta: | -0.03 |
| Omega: | 12.63 |
| Rho: | 0.01 |
Quote data
| Open: | 0.9800 |
|---|---|
| High: | 0.9800 |
| Low: | 0.4500 |
| Previous Close: | 0.9800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -56.73% | ||
|---|---|---|---|
| 1 Month | -83.33% | ||
| 3 Months | -82.56% | ||
| YTD | -93.64% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.4500 | 0.4500 |
|---|---|---|
| 1M High / 1M Low: | 2.7800 | 0.4500 |
| 6M High / 6M Low: | 8.1700 | 0.4500 |
| High (YTD): | 2024-01-02 | 6.7600 |
| Low (YTD): | 2024-06-04 | 0.4500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.0240 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.2223 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.7717 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 519.59% | |
| Volatility 6M: | 252.31% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
