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: | - |
