UC WAR. CALL 09/24 GXI/ DE000HD0B817 /
2024-06-21 9:46:11 PM | Chg.-0.0900 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.0700EUR | -7.76% | 1.0500 Bid Size: 6,000 |
1.1300 Ask Size: 6,000 |
GERRESHEIMER AG | 90.00 - | 2024-09-18 | Call |
Master data
WKN: | HD0B81 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | GERRESHEIMER AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 90.00 - |
Maturity: | 2024-09-18 |
Issue date: | 2023-11-01 |
Last trading day: | 2024-09-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 8.42 |
Leverage: | Yes |
Calculated values
Fair value: | 1.06 |
---|---|
Intrinsic value: | 0.51 |
Implied volatility: | 0.45 |
Historic volatility: | 0.40 |
Parity: | 0.51 |
Time value: | 0.62 |
Break-even: | 101.30 |
Moneyness: | 1.06 |
Premium: | 0.07 |
Premium p.a.: | 0.30 |
Spread abs.: | 0.08 |
Spread %: | 7.62% |
Delta: | 0.66 |
Theta: | -0.05 |
Omega: | 5.52 |
Rho: | 0.12 |
Quote data
Open: | 1.1600 |
---|---|
High: | 1.1600 |
Low: | 1.0200 |
Previous Close: | 1.1600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -30.97% | ||
---|---|---|---|
1 Month | +13.83% | ||
3 Months | -54.08% | ||
YTD | -30.97% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.4200 | 1.0700 |
---|---|---|
1M High / 1M Low: | 2.1800 | 0.9400 |
6M High / 6M Low: | 2.5400 | 0.9400 |
High (YTD): | 2024-03-06 | 2.5400 |
Low (YTD): | 2024-05-22 | 0.9400 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.2140 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.7117 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.6526 | |
Avg. volume 6M: | 5.7120 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 346.78% | |
Volatility 6M: | 216.54% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |