UC WAR. CALL 06/24 VBK/ DE000HD1YHT0 /
| 6/7/2024 9:47:12 PM | Chg.-0.3500 | Bid9:59:01 PM | Ask9:59:01 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.4100EUR | -19.89% | 1.1700 Bid Size: 3,000 |
1.5300 Ask Size: 3,000 |
VERBIO SE INH O.N. | 20.00 - | 6/19/2024 | Call |
Master data
| WKN: | HD1YHT |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VERBIO SE INH O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 20.00 - |
| Maturity: | 6/19/2024 |
| Issue date: | 1/18/2024 |
| Last trading day: | 6/18/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 13.53 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.18 |
|---|---|
| Intrinsic value: | 0.70 |
| Implied volatility: | 0.80 |
| Historic volatility: | 0.54 |
| Parity: | 0.70 |
| Time value: | 0.83 |
| Break-even: | 21.53 |
| Moneyness: | 1.04 |
| Premium: | 0.04 |
| Premium p.a.: | 2.69 |
| Spread abs.: | 0.36 |
| Spread %: | 30.77% |
| Delta: | 0.63 |
| Theta: | -0.05 |
| Omega: | 8.48 |
| Rho: | 0.00 |
Quote data
| Open: | 1.7600 |
|---|---|
| High: | 1.7600 |
| Low: | 1.3800 |
| Previous Close: | 1.7600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -48.91% | ||
|---|---|---|---|
| 1 Month | -17.54% | ||
| 3 Months | -6.62% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.2000 | 1.4100 |
|---|---|---|
| 1M High / 1M Low: | 3.2600 | 1.0900 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.0520 | |
| Avg. volume 1W: | 30 | |
| Avg. price 1M: | 2.0859 | |
| Avg. volume 1M: | 6.8182 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 474.31% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
