UC WAR. CALL 06/25 VBK/ DE000HD1YHV6 /
| 6/19/2024 9:46:38 PM | Chg.-0.7000 | Bid9:59:12 PM | Ask9:59:12 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.4900EUR | -21.94% | 2.2600 Bid Size: 2,000 |
2.5800 Ask Size: 2,000 |
VERBIO SE INH O.N. | 25.00 - | 6/18/2025 | Call |
Master data
| WKN: | HD1YHV |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VERBIO SE INH O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 25.00 - |
| Maturity: | 6/18/2025 |
| Issue date: | 1/18/2024 |
| Last trading day: | 6/17/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.90 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.02 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.59 |
| Historic volatility: | 0.54 |
| Parity: | -4.78 |
| Time value: | 3.43 |
| Break-even: | 28.43 |
| Moneyness: | 0.81 |
| Premium: | 0.41 |
| Premium p.a.: | 0.41 |
| Spread abs.: | 0.35 |
| Spread %: | 11.36% |
| Delta: | 0.50 |
| Theta: | -0.01 |
| Omega: | 2.94 |
| Rho: | 0.07 |
Quote data
| Open: | 3.1900 |
|---|---|
| High: | 3.1900 |
| Low: | 2.4900 |
| Previous Close: | 3.1900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -25.23% | ||
|---|---|---|---|
| 1 Month | -29.46% | ||
| 3 Months | -4.96% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.3300 | 2.9500 |
|---|---|---|
| 1M High / 1M Low: | 4.6300 | 2.9500 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.1360 | |
| Avg. volume 1W: | 250 | |
| Avg. price 1M: | 3.6368 | |
| Avg. volume 1M: | 70.5909 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 120.61% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
