UC WAR. CALL 09/24 OEWA/ DE000HD2M372 /
| 2024-06-19 9:46:23 PM | Chg.-0.0200 | Bid9:59:46 PM | Ask9:59:46 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2800EUR | -1.54% | 1.2800 Bid Size: 4,000 |
1.3300 Ask Size: 4,000 |
VERBUND AG INH... | 64.3201 EUR | 2024-09-18 | Call |
Master data
| WKN: | HD2M37 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VERBUND AG INH. A |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 64.32 EUR |
| Maturity: | 2024-09-18 |
| Issue date: | 2024-02-12 |
| Last trading day: | 2024-09-17 |
| Ratio: | 9.89:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.85 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.26 |
|---|---|
| Intrinsic value: | 1.16 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.27 |
| Parity: | 1.16 |
| Time value: | 0.15 |
| Break-even: | 77.28 |
| Moneyness: | 1.18 |
| Premium: | 0.02 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.05 |
| Spread %: | 3.97% |
| Delta: | 0.87 |
| Theta: | -0.02 |
| Omega: | 5.08 |
| Rho: | 0.13 |
Quote data
| Open: | 1.3000 |
|---|---|
| High: | 1.3000 |
| Low: | 1.2700 |
| Previous Close: | 1.3000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -5.19% | ||
|---|---|---|---|
| 1 Month | +7.56% | ||
| 3 Months | +103.17% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.3500 | 1.1700 |
|---|---|---|
| 1M High / 1M Low: | 1.4600 | 1.1700 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.2540 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3213 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 116.24% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
