UC WAR. CALL 09/24 SAX/ DE000HD04P15 /
| 2024-05-31 5:45:55 PM | Chg.+0.0600 | Bid2024-05-31 | Ask2024-05-31 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3800EUR | +18.75% | 0.3600 Bid Size: 20,000 |
0.3900 Ask Size: 20,000 |
STROEER SE + CO. KGA... | 65.00 - | 2024-09-18 | Call |
Master data
| WKN: | HD04P1 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | STROEER SE + CO. KGAA |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 65.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-24 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 14.14 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.36 |
|---|---|
| Intrinsic value: | 0.01 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.23 |
| Parity: | 0.01 |
| Time value: | 0.46 |
| Break-even: | 69.60 |
| Moneyness: | 1.00 |
| Premium: | 0.07 |
| Premium p.a.: | 0.25 |
| Spread abs.: | 0.26 |
| Spread %: | 130.00% |
| Delta: | 0.56 |
| Theta: | -0.02 |
| Omega: | 7.95 |
| Rho: | 0.10 |
Quote data
| Open: | 0.3200 |
|---|---|
| High: | 0.3800 |
| Low: | 0.3200 |
| Previous Close: | 0.3200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -9.52% | ||
|---|---|---|---|
| 1 Month | +153.33% | ||
| 3 Months | +493.75% | ||
| YTD | +111.11% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4200 | 0.3200 |
|---|---|---|
| 1M High / 1M Low: | 0.4700 | 0.1400 |
| 6M High / 6M Low: | 0.4700 | 0.0630 |
| High (YTD): | 2024-05-20 | 0.4700 |
| Low (YTD): | 2024-03-04 | 0.0630 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3720 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3032 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1580 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 298.36% | |
| Volatility 6M: | 233.58% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
