UC WAR. CALL 09/24 SAX/ DE000HD04P15 /
5/28/2024 9:45:22 PM | Chg.-0.0400 | Bid9:59:12 PM | Ask9:59:12 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.3700EUR | -9.76% | 0.3400 Bid Size: 10,000 |
0.4100 Ask Size: 10,000 |
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: | 15.45 |
Leverage: | Yes |
Calculated values
Fair value: | 0.45 |
---|---|
Intrinsic value: | 0.15 |
Implied volatility: | 0.21 |
Historic volatility: | 0.23 |
Parity: | 0.15 |
Time value: | 0.29 |
Break-even: | 69.30 |
Moneyness: | 1.02 |
Premium: | 0.04 |
Premium p.a.: | 0.15 |
Spread abs.: | 0.07 |
Spread %: | 19.44% |
Delta: | 0.64 |
Theta: | -0.02 |
Omega: | 9.82 |
Rho: | 0.12 |
Quote data
Open: | 0.4000 |
---|---|
High: | 0.4000 |
Low: | 0.3500 |
Previous Close: | 0.4100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -19.57% | ||
---|---|---|---|
1 Month | +131.25% | ||
3 Months | +413.89% | ||
YTD | +105.56% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.4600 | 0.4100 |
---|---|---|
1M High / 1M Low: | 0.4700 | 0.1400 |
6M High / 6M Low: | 0.4700 | 0.0630 |
High (YTD): | 5/20/2024 | 0.4700 |
Low (YTD): | 3/4/2024 | 0.0630 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.4240 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.2900 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.1538 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 304.66% | |
Volatility 6M: | 233.42% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |