UC WAR. CALL 09/24 BMT/ DE000HD18RW4 /
| 6/20/2024 11:46:56 AM | Chg.- | Bid1:12:27 PM | Ask12:09:55 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.8500EUR | - | 2.8600 Bid Size: 15,000 |
- Ask Size: 15,000 |
British American Tob... | 22.00 - | 9/18/2024 | Call |
Master data
| WKN: | HD18RW |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | British American Tobacco PLC ORD 25P |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 22.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 12/11/2023 |
| Last trading day: | 6/20/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 10.37 |
| Leverage: | Yes |
Calculated values
| Fair value: | 7.65 |
|---|---|
| Intrinsic value: | 7.46 |
| Implied volatility: | - |
| Historic volatility: | 0.19 |
| Parity: | 7.46 |
| Time value: | -4.62 |
| Break-even: | 24.84 |
| Moneyness: | 1.34 |
| Premium: | -0.16 |
| Premium p.a.: | -0.52 |
| Spread abs.: | -0.14 |
| Spread %: | -4.70% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 2.8900 |
|---|---|
| High: | 2.8900 |
| Low: | 2.8500 |
| Previous Close: | 2.8900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +7.55% | ||
|---|---|---|---|
| 1 Month | +10.04% | ||
| 3 Months | -4.68% | ||
| YTD | +19.25% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.8900 | 2.6500 |
|---|---|---|
| 1M High / 1M Low: | 2.9300 | 2.2300 |
| 6M High / 6M Low: | 3.8200 | 1.8600 |
| High (YTD): | 2/8/2024 | 3.8200 |
| Low (YTD): | 3/8/2024 | 1.8600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.7875 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.6520 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.6701 | |
| Avg. volume 6M: | 11.3984 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 106.72% | |
| Volatility 6M: | 136.47% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
