UC WAR. CALL 06/24 UHR/ DE000HD4RUA1 /
| 5/17/2024 7:46:12 PM | Chg.+0.2500 | Bid8:54:48 PM | Ask8:54:48 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9100EUR | +37.88% | 0.8600 Bid Size: 4,000 |
0.9600 Ask Size: 4,000 |
Swatch Group AG | 195.00 - | 6/19/2024 | Call |
Master data
| WKN: | HD4RUA |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Swatch Group AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 195.00 - |
| Maturity: | 6/19/2024 |
| Issue date: | 4/17/2024 |
| Last trading day: | 6/18/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 26.60 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.77 |
|---|---|
| Intrinsic value: | 0.19 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.27 |
| Parity: | 0.19 |
| Time value: | 0.56 |
| Break-even: | 202.40 |
| Moneyness: | 1.01 |
| Premium: | 0.03 |
| Premium p.a.: | 0.36 |
| Spread abs.: | 0.16 |
| Spread %: | 27.59% |
| Delta: | 0.58 |
| Theta: | -0.10 |
| Omega: | 15.46 |
| Rho: | 0.10 |
Quote data
| Open: | 0.8500 |
|---|---|
| High: | 0.9800 |
| Low: | 0.8500 |
| Previous Close: | 0.6600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +54.24% | ||
|---|---|---|---|
| 1 Month | +10.98% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6900 | 0.5700 |
|---|---|---|
| 1M High / 1M Low: | 0.8200 | 0.5300 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6220 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6343 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 224.37% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
