UC WAR. CALL 06/25 OEWA/ DE000HD22034 /
| 23/09/2024 13:46:07 | Chg.+0.0600 | Bid23/09/2024 | Ask23/09/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9600EUR | +6.67% | 0.9500 Bid Size: 30,000 |
0.9600 Ask Size: 30,000 |
VERBUND AG INH... | 69.2678 EUR | 18/06/2025 | Call |
Master data
| WKN: | HD2203 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VERBUND AG INH. A |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 69.27 EUR |
| Maturity: | 18/06/2025 |
| Issue date: | 23/01/2024 |
| Last trading day: | 17/06/2025 |
| Ratio: | 9.89:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.72 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.92 |
|---|---|
| Intrinsic value: | 0.33 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.26 |
| Parity: | 0.33 |
| Time value: | 0.62 |
| Break-even: | 78.66 |
| Moneyness: | 1.05 |
| Premium: | 0.08 |
| Premium p.a.: | 0.12 |
| Spread abs.: | 0.07 |
| Spread %: | 7.95% |
| Delta: | 0.66 |
| Theta: | -0.02 |
| Omega: | 5.11 |
| Rho: | 0.28 |
Quote data
| Open: | 0.9000 |
|---|---|
| High: | 0.9600 |
| Low: | 0.9000 |
| Previous Close: | 0.9000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.04% | ||
|---|---|---|---|
| 1 Month | -27.82% | ||
| 3 Months | -29.41% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0300 | 0.9000 |
|---|---|---|
| 1M High / 1M Low: | 1.3500 | 0.9000 |
| 6M High / 6M Low: | 1.4800 | 0.6000 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.9640 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1510 | |
| Avg. volume 1M: | 1.6667 | |
| Avg. price 6M: | 1.1469 | |
| Avg. volume 6M: | 6.4252 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 79.04% | |
| Volatility 6M: | 105.55% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
