UC WAR. CALL 09/24 VAS/ DE000HD0A488 /
| 5/20/2024 9:45:33 PM | Chg.- | Bid9:59:44 PM | Ask9:59:44 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.8400EUR | - | 4.6200 Bid Size: 1,000 |
4.9900 Ask Size: 1,000 |
VOESTALPINE AG | 22.00 - | 9/18/2024 | Call |
Master data
| WKN: | HD0A48 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VOESTALPINE AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 22.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 10/30/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.60 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.57 |
|---|---|
| Intrinsic value: | 4.14 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.25 |
| Parity: | 4.14 |
| Time value: | 0.53 |
| Break-even: | 26.67 |
| Moneyness: | 1.19 |
| Premium: | 0.02 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.37 |
| Spread %: | 8.60% |
| Delta: | 0.89 |
| Theta: | -0.01 |
| Omega: | 4.96 |
| Rho: | 0.06 |
Quote data
| Open: | 4.4100 |
|---|---|
| High: | 4.8700 |
| Low: | 4.4100 |
| Previous Close: | 4.4100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +15.79% | ||
|---|---|---|---|
| 1 Month | +29.07% | ||
| 3 Months | +14.42% | ||
| YTD | -34.51% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.8400 | 3.9900 |
|---|---|---|
| 1M High / 1M Low: | 4.8400 | 3.4500 |
| 6M High / 6M Low: | 7.8100 | 3.4500 |
| High (YTD): | 1/2/2024 | 7.3000 |
| Low (YTD): | 5/8/2024 | 3.4500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.3340 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.0080 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 5.1744 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 125.28% | |
| Volatility 6M: | 99.44% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
