UC WAR. CALL 06/24 SZG/ DE000HD0B916 /
| 2024-05-16 11:45:23 AM | Chg.-0.1300 | Bid2024-05-16 | Ask2024-05-16 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8800EUR | -12.87% | 0.8400 Bid Size: 20,000 |
0.8800 Ask Size: 20,000 |
SALZGITTER AG O.N. | 22.00 EUR | 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 EUR |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-11-01 |
| Last trading day: | 2024-06-18 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 20.35 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.19 |
|---|---|
| Intrinsic value: | 0.38 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.35 |
| Parity: | 0.38 |
| Time value: | 0.72 |
| Break-even: | 23.10 |
| Moneyness: | 1.02 |
| Premium: | 0.03 |
| Premium p.a.: | 0.40 |
| Spread abs.: | 0.21 |
| Spread %: | 23.60% |
| Delta: | 0.60 |
| Theta: | -0.01 |
| Omega: | 12.28 |
| Rho: | 0.01 |
Quote data
| Open: | 0.9100 |
|---|---|
| High: | 0.9100 |
| Low: | 0.8800 |
| Previous Close: | 1.0100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -25.42% | ||
|---|---|---|---|
| 1 Month | -58.69% | ||
| 3 Months | -80.00% | ||
| YTD | -87.57% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2100 | 0.9500 |
|---|---|---|
| 1M High / 1M Low: | 3.3000 | 0.9500 |
| 6M High / 6M Low: | 8.1700 | 0.9500 |
| High (YTD): | 2024-01-02 | 6.7600 |
| Low (YTD): | 2024-05-13 | 0.9500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1040 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.9967 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 4.3943 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 335.89% | |
| Volatility 6M: | 179.80% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
