UC WAR. CALL 06/25 OEWA/ DE000HD314F3 /
| 2024-09-20 1:45:15 PM | Chg.-0.0300 | Bid3:01:12 PM | Ask3:01:12 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.5500EUR | -1.90% | 1.5700 Bid Size: 25,000 |
1.5800 Ask Size: 25,000 |
VERBUND AG INH... | 59.3724 EUR | 2025-06-18 | Call |
Master data
| WKN: | HD314F |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VERBUND AG INH. A |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 59.37 EUR |
| Maturity: | 2025-06-18 |
| Issue date: | 2024-02-26 |
| Last trading day: | 2025-06-17 |
| Ratio: | 9.89:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.29 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.57 |
|---|---|
| Intrinsic value: | 1.29 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.26 |
| Parity: | 1.29 |
| Time value: | 0.41 |
| Break-even: | 76.19 |
| Moneyness: | 1.22 |
| Premium: | 0.06 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.26 |
| Spread %: | 18.06% |
| Delta: | 0.81 |
| Theta: | -0.01 |
| Omega: | 3.49 |
| Rho: | 0.31 |
Quote data
| Open: | 1.5400 |
|---|---|
| High: | 1.5500 |
| Low: | 1.5400 |
| Previous Close: | 1.5800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -12.92% | ||
|---|---|---|---|
| 1 Month | -24.76% | ||
| 3 Months | -25.12% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.7800 | 1.5800 |
|---|---|---|
| 1M High / 1M Low: | 2.1200 | 1.5800 |
| 6M High / 6M Low: | 2.2300 | 1.0500 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.7160 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.9365 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.8049 | |
| Avg. volume 6M: | 31.0078 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 61.26% | |
| Volatility 6M: | 85.28% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
