UC WAR. CALL 09/24 1U1/ DE000HD4D1U2 /
| 6/17/2024 9:45:40 PM | Chg.+0.0200 | Bid9:59:11 PM | Ask9:59:11 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.4900EUR | +1.36% | 1.4600 Bid Size: 4,000 |
1.6200 Ask Size: 4,000 |
1+1 AG INH O.N. | 16.00 - | 9/18/2024 | Call |
Master data
| WKN: | HD4D1U |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | 1+1 AG INH O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 16.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 4/4/2024 |
| Last trading day: | 9/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 10.11 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.17 |
|---|---|
| Intrinsic value: | 0.08 |
| Implied volatility: | 0.46 |
| Historic volatility: | 0.33 |
| Parity: | 0.08 |
| Time value: | 1.51 |
| Break-even: | 17.59 |
| Moneyness: | 1.01 |
| Premium: | 0.09 |
| Premium p.a.: | 0.42 |
| Spread abs.: | 0.16 |
| Spread %: | 11.19% |
| Delta: | 0.57 |
| Theta: | -0.01 |
| Omega: | 5.77 |
| Rho: | 0.02 |
Quote data
| Open: | 1.4700 |
|---|---|
| High: | 1.5600 |
| Low: | 1.4700 |
| Previous Close: | 1.4700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -37.66% | ||
|---|---|---|---|
| 1 Month | -42.25% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.3900 | 1.4700 |
|---|---|---|
| 1M High / 1M Low: | 2.7100 | 1.4700 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.9000 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.3481 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 145.61% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
