UC WAR. CALL 07/24 VAR1/ DE000HD4Z180 /
| 2024-06-07 7:46:27 PM | Chg.-0.0200 | Bid8:21:37 PM | Ask8:21:37 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7200EUR | -2.70% | 0.6800 Bid Size: 5,000 |
0.7800 Ask Size: 5,000 |
VARTA AG O.N. | 12.00 - | 2024-07-17 | Call |
Master data
| WKN: | HD4Z18 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VARTA AG O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 12.00 - |
| Maturity: | 2024-07-17 |
| Issue date: | 2024-04-24 |
| Last trading day: | 2024-07-16 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 11.69 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.22 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 1.14 |
| Historic volatility: | 0.59 |
| Parity: | -1.95 |
| Time value: | 0.86 |
| Break-even: | 12.86 |
| Moneyness: | 0.84 |
| Premium: | 0.28 |
| Premium p.a.: | 8.49 |
| Spread abs.: | 0.16 |
| Spread %: | 22.86% |
| Delta: | 0.39 |
| Theta: | -0.02 |
| Omega: | 4.59 |
| Rho: | 0.00 |
Quote data
| Open: | 0.7400 |
|---|---|
| High: | 0.7800 |
| Low: | 0.7200 |
| Previous Close: | 0.7400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -36.84% | ||
|---|---|---|---|
| 1 Month | -62.69% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.1400 | 0.7300 |
|---|---|---|
| 1M High / 1M Low: | 1.9300 | 0.7300 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8760 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3439 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 225.30% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
