UC WAR. CALL 09/24 BYG/ DE000HD0H4A8 /
| 22/05/2024 19:46:36 | Chg.0.0000 | Bid20:11:00 | Ask20:11:00 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2500EUR | 0.00% | 0.1500 Bid Size: 10,000 |
0.2800 Ask Size: 10,000 |
Bouygues | 42.00 - | 18/09/2024 | Call |
Master data
| WKN: | HD0H4A |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Bouygues |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 42.00 - |
| Maturity: | 18/09/2024 |
| Issue date: | 06/11/2023 |
| Last trading day: | 17/09/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 99.08 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.14 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.18 |
| Parity: | -6.33 |
| Time value: | 0.36 |
| Break-even: | 42.36 |
| Moneyness: | 0.85 |
| Premium: | 0.19 |
| Premium p.a.: | 0.69 |
| Spread abs.: | 0.21 |
| Spread %: | 140.00% |
| Delta: | 0.15 |
| Theta: | -0.01 |
| Omega: | 14.94 |
| Rho: | 0.02 |
Quote data
| Open: | 0.2500 |
|---|---|
| High: | 0.2500 |
| Low: | 0.2500 |
| Previous Close: | 0.2500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -35.90% | ||
|---|---|---|---|
| 1 Month | -34.21% | ||
| 3 Months | -30.56% | ||
| YTD | -39.02% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3900 | 0.2500 |
|---|---|---|
| 1M High / 1M Low: | 0.4400 | 0.2500 |
| 6M High / 6M Low: | 0.7700 | 0.1200 |
| High (YTD): | 21/03/2024 | 0.7700 |
| Low (YTD): | 08/02/2024 | 0.1200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3140 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3705 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4568 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 213.22% | |
| Volatility 6M: | 237.76% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
