UC WAR. CALL 06/25 VBK/ DE000HD337X7 /
22/05/2024 09:46:23 | Chg.-0.320 | Bid11:13:43 | Ask11:13:43 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
5.180EUR | -5.82% | 5.070 Bid Size: 10,000 |
5.140 Ask Size: 10,000 |
VERBIO SE INH O.N. | 20.00 - | 18/06/2025 | 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: | 18/06/2025 |
Issue date: | 27/02/2024 |
Last trading day: | 17/06/2025 |
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: | 5.500 |
Low: | 5.180 |
Previous Close: | 5.500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -24.38% | ||
---|---|---|---|
1 Month | +6.80% | ||
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: | - |