UC WAR. CALL 09/24 VAS/ DE000HD0A488 /
| 17/05/2024 15:45:27 | Chg.+0.1600 | Bid16:58:08 | Ask16:58:08 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.4100EUR | +3.76% | 4.4600 Bid Size: 4,000 |
4.5300 Ask Size: 4,000 |
VOESTALPINE AG | 22.00 - | 18/09/2024 | Call |
Master data
| WKN: | HD0A48 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VOESTALPINE AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 22.00 - |
| Maturity: | 18/09/2024 |
| Issue date: | 30/10/2023 |
| Last trading day: | 17/09/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.02 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.36 |
|---|---|
| Intrinsic value: | 3.90 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.24 |
| Parity: | 3.90 |
| Time value: | 0.40 |
| Break-even: | 26.30 |
| Moneyness: | 1.18 |
| Premium: | 0.02 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.18 |
| Spread %: | 4.37% |
| Delta: | 0.93 |
| Theta: | 0.00 |
| Omega: | 5.58 |
| Rho: | 0.07 |
Quote data
| Open: | 4.2800 |
|---|---|
| High: | 4.4100 |
| Low: | 4.2800 |
| Previous Close: | 4.2500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +11.36% | ||
|---|---|---|---|
| 1 Month | +22.50% | ||
| 3 Months | -5.36% | ||
| YTD | -40.32% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.2500 | 3.8500 |
|---|---|---|
| 1M High / 1M Low: | 4.3500 | 3.4500 |
| 6M High / 6M Low: | 7.8100 | 3.4500 |
| High (YTD): | 02/01/2024 | 7.3000 |
| Low (YTD): | 08/05/2024 | 3.4500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.0460 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.9052 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 5.1909 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 118.63% | |
| Volatility 6M: | 98.40% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
