UC WAR. CALL 09/24 WIB/ DE000HD0H541 /
| 2024-06-21 9:46:45 PM | Chg.-0.2300 | Bid9:59:59 PM | Ask9:59:59 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.9800EUR | -5.46% | - Bid Size: 1,000 |
- Ask Size: 1,000 |
WIENERBERGER | 32.00 - | 2024-09-18 | Call |
Master data
| WKN: | HD0H54 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | WIENERBERGER |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 32.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-11-06 |
| Last trading day: | 2024-09-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.87 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.95 |
|---|---|
| Intrinsic value: | 2.14 |
| Implied volatility: | 0.46 |
| Historic volatility: | 0.22 |
| Parity: | 2.14 |
| Time value: | 2.20 |
| Break-even: | 36.34 |
| Moneyness: | 1.07 |
| Premium: | 0.06 |
| Premium p.a.: | 0.29 |
| Spread abs.: | 0.27 |
| Spread %: | 6.63% |
| Delta: | 0.67 |
| Theta: | -0.02 |
| Omega: | 5.26 |
| Rho: | 0.05 |
Quote data
| Open: | 4.2100 |
|---|---|
| High: | 4.2100 |
| Low: | 3.9800 |
| Previous Close: | 4.2100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -1.49% | ||
|---|---|---|---|
| 1 Month | -16.21% | ||
| 3 Months | +24.38% | ||
| YTD | +100.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.3000 | 3.9800 |
|---|---|---|
| 1M High / 1M Low: | 4.9700 | 3.8700 |
| 6M High / 6M Low: | 5.1100 | 1.0800 |
| High (YTD): | 2024-05-15 | 5.1100 |
| Low (YTD): | 2024-01-17 | 1.0800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.2020 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.3017 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.0400 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 81.05% | |
| Volatility 6M: | 110.66% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
