UC WAR. CALL 09/24 VAS/ DE000HD033L7 /
| 5/20/2024 9:45:33 PM | Chg.- | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0400EUR | - | 0.9400 Bid Size: 4,000 |
1.1300 Ask Size: 4,000 |
VOESTALPINE AG | 28.00 - | 9/18/2024 | Call |
Master data
| WKN: | HD033L |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VOESTALPINE AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 28.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 10/23/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 26.14 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.88 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.25 |
| Parity: | -1.86 |
| Time value: | 1.00 |
| Break-even: | 29.00 |
| Moneyness: | 0.93 |
| Premium: | 0.11 |
| Premium p.a.: | 0.37 |
| Spread abs.: | 0.18 |
| Spread %: | 21.95% |
| Delta: | 0.39 |
| Theta: | -0.01 |
| Omega: | 10.10 |
| Rho: | 0.03 |
Quote data
| Open: | 0.8800 |
|---|---|
| High: | 1.0400 |
| Low: | 0.8800 |
| Previous Close: | 0.8800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +31.65% | ||
|---|---|---|---|
| 1 Month | +28.40% | ||
| 3 Months | -16.13% | ||
| YTD | -69.68% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0400 | 0.7600 |
|---|---|---|
| 1M High / 1M Low: | 1.0400 | 0.6100 |
| 6M High / 6M Low: | 3.7300 | 0.6100 |
| High (YTD): | 1/2/2024 | 3.3300 |
| Low (YTD): | 5/8/2024 | 0.6100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8580 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8110 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.7969 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 188.81% | |
| Volatility 6M: | 154.30% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
