UC WAR. CALL 09/24 VAR1/ DE000HD4W0H8 /
| 2024-06-07 7:46:50 PM | Chg.-0.1000 | Bid9:27:50 PM | Ask9:27:50 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.9700EUR | -4.83% | 1.9400 Bid Size: 3,000 |
2.0400 Ask Size: 3,000 |
VARTA AG O.N. | 10.00 - | 2024-09-18 | Call |
Master data
| WKN: | HD4W0H |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VARTA AG O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 10.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2024-04-22 |
| Last trading day: | 2024-09-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.57 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.31 |
|---|---|
| Intrinsic value: | 0.05 |
| Implied volatility: | 1.02 |
| Historic volatility: | 0.59 |
| Parity: | 0.05 |
| Time value: | 2.15 |
| Break-even: | 12.20 |
| Moneyness: | 1.01 |
| Premium: | 0.21 |
| Premium p.a.: | 0.99 |
| Spread abs.: | 0.16 |
| Spread %: | 7.84% |
| Delta: | 0.62 |
| Theta: | -0.01 |
| Omega: | 2.82 |
| Rho: | 0.01 |
Quote data
| Open: | 2.0700 |
|---|---|
| High: | 2.1300 |
| Low: | 1.9700 |
| Previous Close: | 2.0700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -23.35% | ||
|---|---|---|---|
| 1 Month | -39.94% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.5700 | 1.9900 |
|---|---|---|
| 1M High / 1M Low: | 3.2800 | 1.9900 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.2120 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.6583 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 143.06% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
