UC WAR. CALL 09/24 PRG/ DE000HD0BE56 /
| 2024-06-07 9:40:14 PM | Chg.-0.0800 | Bid9:59:56 PM | Ask9:59:56 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.7900EUR | -4.28% | 1.7700 Bid Size: 20,000 |
1.7900 Ask Size: 20,000 |
PROCTER GAMBLE | 150.00 - | 2024-09-18 | Call |
Master data
| WKN: | HD0BE5 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | PROCTER GAMBLE |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 150.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-31 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 8.64 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.78 |
|---|---|
| Intrinsic value: | 0.47 |
| Implied volatility: | 0.46 |
| Historic volatility: | 0.12 |
| Parity: | 0.47 |
| Time value: | 1.32 |
| Break-even: | 167.90 |
| Moneyness: | 1.03 |
| Premium: | 0.09 |
| Premium p.a.: | 0.34 |
| Spread abs.: | 0.02 |
| Spread %: | 1.13% |
| Delta: | 0.61 |
| Theta: | -0.08 |
| Omega: | 5.31 |
| Rho: | 0.22 |
Quote data
| Open: | 1.8700 |
|---|---|
| High: | 1.8800 |
| Low: | 1.7900 |
| Previous Close: | 1.8700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +13.29% | ||
|---|---|---|---|
| 1 Month | -3.24% | ||
| 3 Months | +22.60% | ||
| YTD | +145.21% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.8700 | 1.5800 |
|---|---|---|
| 1M High / 1M Low: | 1.9000 | 1.3800 |
| 6M High / 6M Low: | 1.9000 | 0.6600 |
| High (YTD): | 2024-05-21 | 1.9000 |
| Low (YTD): | 2024-01-05 | 0.8000 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.7240 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.6986 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.3019 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 107.25% | |
| Volatility 6M: | 117.12% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
