UC WAR. CALL 06/25 VAS/ DE000HD1EGN7 /
| 2024-06-07 9:45:40 AM | Chg.+0.0400 | Bid11:31:55 AM | Ask11:31:55 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4500EUR | +9.76% | 0.4000 Bid Size: 10,000 |
0.4700 Ask Size: 10,000 |
VOESTALPINE AG | 40.00 - | 2025-06-18 | Call |
Master data
| WKN: | HD1EGN |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VOESTALPINE AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 40.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-12-27 |
| Last trading day: | 2025-06-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 40.58 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.20 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.24 |
| Parity: | -13.62 |
| Time value: | 0.65 |
| Break-even: | 40.65 |
| Moneyness: | 0.66 |
| Premium: | 0.54 |
| Premium p.a.: | 0.52 |
| Spread abs.: | 0.37 |
| Spread %: | 132.14% |
| Delta: | 0.16 |
| Theta: | 0.00 |
| Omega: | 6.61 |
| Rho: | 0.04 |
Quote data
| Open: | 0.4100 |
|---|---|
| High: | 0.4500 |
| Low: | 0.4100 |
| Previous Close: | 0.4100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -19.64% | ||
|---|---|---|---|
| 1 Month | +25.00% | ||
| 3 Months | +15.38% | ||
| YTD | -72.05% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5600 | 0.4000 |
|---|---|---|
| 1M High / 1M Low: | 0.5600 | 0.1500 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-01-02 | 1.5400 |
| Low (YTD): | 2024-04-17 | 0.0630 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4680 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4061 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 351.85% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
