UC WAR. CALL 09/24 SAX/ DE000HD04P15 /
| 5/15/2024 1:45:01 PM | Chg.+0.0100 | Bid5/15/2024 | Ask5/15/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2300EUR | +4.55% | 0.2200 Bid Size: 70,000 |
0.2300 Ask Size: 70,000 |
STROEER SE + CO. KGA... | 65.00 - | 9/18/2024 | Call |
Master data
| WKN: | HD04P1 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | STROEER SE + CO. KGAA |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 65.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 10/24/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 24.76 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.23 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.22 |
| Parity: | -0.31 |
| Time value: | 0.25 |
| Break-even: | 67.50 |
| Moneyness: | 0.95 |
| Premium: | 0.09 |
| Premium p.a.: | 0.29 |
| Spread abs.: | 0.06 |
| Spread %: | 31.58% |
| Delta: | 0.43 |
| Theta: | -0.02 |
| Omega: | 10.56 |
| Rho: | 0.08 |
Quote data
| Open: | 0.2200 |
|---|---|
| High: | 0.2300 |
| Low: | 0.2200 |
| Previous Close: | 0.2200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +9.52% | ||
|---|---|---|---|
| 1 Month | +76.92% | ||
| 3 Months | +173.81% | ||
| YTD | +27.78% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2500 | 0.2100 |
|---|---|---|
| 1M High / 1M Low: | 0.2500 | 0.1100 |
| 6M High / 6M Low: | 0.2500 | 0.0630 |
| High (YTD): | 5/13/2024 | 0.2500 |
| Low (YTD): | 3/4/2024 | 0.0630 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2360 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1762 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1369 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 266.97% | |
| Volatility 6M: | 216.59% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
