UC WAR. CALL 09/24 IDP/ DE000HD4WFH7 /
| 2024-06-14 9:40:39 PM | Chg.-0.0400 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.3400EUR | -2.90% | 1.3200 Bid Size: 8,000 |
1.3400 Ask Size: 8,000 |
BIOGEN INC. DL -,000... | 240.00 - | 2024-09-18 | Call |
Master data
| WKN: | HD4WFH |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BIOGEN INC. DL -,0005 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 240.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2024-04-22 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 16.15 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.29 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.49 |
| Historic volatility: | 0.22 |
| Parity: | -2.36 |
| Time value: | 1.34 |
| Break-even: | 253.40 |
| Moneyness: | 0.90 |
| Premium: | 0.17 |
| Premium p.a.: | 0.83 |
| Spread abs.: | 0.02 |
| Spread %: | 1.52% |
| Delta: | 0.40 |
| Theta: | -0.12 |
| Omega: | 6.46 |
| Rho: | 0.19 |
Quote data
| Open: | 1.3800 |
|---|---|
| High: | 1.3900 |
| Low: | 1.3100 |
| Previous Close: | 1.3800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +18.58% | ||
|---|---|---|---|
| 1 Month | +0.75% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.3800 | 1.1100 |
|---|---|---|
| 1M High / 1M Low: | 1.6400 | 0.7700 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.2460 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1723 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 190.17% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
