UC WAR. CALL 09/24 OEWA/ DE000HD22026 /
| 6/21/2024 9:46:02 AM | Chg.-0.0600 | Bid10:06:10 AM | Ask10:06:10 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9000EUR | -6.25% | 0.9000 Bid Size: 35,000 |
0.9100 Ask Size: 35,000 |
VERBUND AG INH... | 69.2678 EUR | 9/18/2024 | Call |
Master data
| WKN: | HD2202 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VERBUND AG INH. A |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 69.27 EUR |
| Maturity: | 9/18/2024 |
| Issue date: | 1/23/2024 |
| Last trading day: | 9/17/2024 |
| Ratio: | 9.89:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.93 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.87 |
|---|---|
| Intrinsic value: | 0.69 |
| Implied volatility: | 0.36 |
| Historic volatility: | 0.27 |
| Parity: | 0.69 |
| Time value: | 0.28 |
| Break-even: | 78.86 |
| Moneyness: | 1.10 |
| Premium: | 0.04 |
| Premium p.a.: | 0.16 |
| Spread abs.: | 0.05 |
| Spread %: | 5.43% |
| Delta: | 0.75 |
| Theta: | -0.03 |
| Omega: | 5.93 |
| Rho: | 0.12 |
Quote data
| Open: | 0.9600 |
|---|---|
| High: | 0.9600 |
| Low: | 0.9000 |
| Previous Close: | 0.9600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +12.50% | ||
|---|---|---|---|
| 1 Month | +4.65% | ||
| 3 Months | +157.14% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9600 | 0.8000 |
|---|---|---|
| 1M High / 1M Low: | 1.0600 | 0.8000 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8720 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9396 | |
| Avg. volume 1M: | 56.5217 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 142.87% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
