UC WAR. CALL 09/24 BYG/ DE000HD0H4A8 /
| 5/15/2024 7:46:13 PM | Chg.+0.0400 | Bid8:00:00 PM | Ask8:00:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3900EUR | +11.43% | 0.3600 Bid Size: 10,000 |
0.4300 Ask Size: 10,000 |
Bouygues | 42.00 - | 9/18/2024 | Call |
Master data
| WKN: | HD0H4A |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Bouygues |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 42.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 11/6/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 85.95 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.22 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.19 |
| Parity: | -5.90 |
| Time value: | 0.42 |
| Break-even: | 42.42 |
| Moneyness: | 0.86 |
| Premium: | 0.18 |
| Premium p.a.: | 0.60 |
| Spread abs.: | 0.11 |
| Spread %: | 35.48% |
| Delta: | 0.17 |
| Theta: | -0.01 |
| Omega: | 14.66 |
| Rho: | 0.02 |
Quote data
| Open: | 0.3500 |
|---|---|
| High: | 0.3900 |
| Low: | 0.3500 |
| Previous Close: | 0.3500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +21.88% | ||
|---|---|---|---|
| 1 Month | -2.50% | ||
| 3 Months | +50.00% | ||
| YTD | -4.88% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3600 | 0.3200 |
|---|---|---|
| 1M High / 1M Low: | 0.4400 | 0.2600 |
| 6M High / 6M Low: | 0.7700 | 0.1200 |
| High (YTD): | 3/21/2024 | 0.7700 |
| Low (YTD): | 2/8/2024 | 0.1200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3480 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3862 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4704 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 195.92% | |
| Volatility 6M: | 234.85% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
