UC WAR. CALL 09/24 VBK/ DE000HD1YHU8 /
| 2024-06-19 9:46:51 PM | Chg.-0.8400 | Bid9:59:02 PM | Ask9:59:02 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.5300EUR | -35.44% | 1.3000 Bid Size: 3,000 |
1.6200 Ask Size: 3,000 |
VERBIO SE INH O.N. | 20.00 - | 2024-09-18 | Call |
Master data
| WKN: | HD1YHU |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VERBIO SE INH O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 20.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2024-01-18 |
| Last trading day: | 2024-09-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.78 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.36 |
|---|---|
| Intrinsic value: | 0.22 |
| Implied volatility: | 0.60 |
| Historic volatility: | 0.54 |
| Parity: | 0.22 |
| Time value: | 2.38 |
| Break-even: | 22.60 |
| Moneyness: | 1.01 |
| Premium: | 0.12 |
| Premium p.a.: | 0.56 |
| Spread abs.: | 0.35 |
| Spread %: | 15.56% |
| Delta: | 0.59 |
| Theta: | -0.01 |
| Omega: | 4.56 |
| Rho: | 0.02 |
Quote data
| Open: | 2.3700 |
|---|---|
| High: | 2.3700 |
| Low: | 1.5300 |
| Previous Close: | 2.3700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -39.76% | ||
|---|---|---|---|
| 1 Month | -48.14% | ||
| 3 Months | -26.79% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.5400 | 2.0900 |
|---|---|---|
| 1M High / 1M Low: | 4.4100 | 2.0900 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.3120 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.0118 | |
| Avg. volume 1M: | 4.7727 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 194.71% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
