UC WAR. CALL 06/25 VBK/ DE000HD337X7 /
| 5/22/2024 5:45:40 PM | Chg.+0.010 | Bid7:33:15 PM | Ask7:33:15 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.510EUR | +0.18% | 5.490 Bid Size: 2,000 |
5.670 Ask Size: 2,000 |
VERBIO SE INH O.N. | 20.00 - | 6/18/2025 | Call |
Master data
| WKN: | HD337X |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VERBIO SE INH O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 20.00 - |
| Maturity: | 6/18/2025 |
| Issue date: | 2/27/2024 |
| Last trading day: | 6/17/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.68 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.10 |
|---|---|
| Intrinsic value: | 0.66 |
| Implied volatility: | 0.60 |
| Historic volatility: | 0.53 |
| Parity: | 0.66 |
| Time value: | 4.95 |
| Break-even: | 25.61 |
| Moneyness: | 1.03 |
| Premium: | 0.24 |
| Premium p.a.: | 0.22 |
| Spread abs.: | 0.36 |
| Spread %: | 6.86% |
| Delta: | 0.67 |
| Theta: | -0.01 |
| Omega: | 2.45 |
| Rho: | 0.09 |
Quote data
| Open: | 5.500 |
|---|---|
| High: | 5.510 |
| Low: | 5.180 |
| Previous Close: | 5.500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -19.56% | ||
|---|---|---|---|
| 1 Month | +13.61% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.850 | 5.480 |
|---|---|---|
| 1M High / 1M Low: | 6.850 | 4.850 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 5.948 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.417 | |
| Avg. volume 1M: | 7.143 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 123.71% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
