UC WAR. CALL 09/24 WIB/ DE000HD0ZWH3 /
| 2024-06-07 11:45:18 AM | Chg.+0.0400 | Bid1:30:55 PM | Ask1:30:55 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.0500EUR | +1.33% | 3.0800 Bid Size: 2,000 |
3.1300 Ask Size: 2,000 |
WIENERBERGER | 34.00 - | 2024-09-18 | Call |
Master data
| WKN: | HD0ZWH |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | WIENERBERGER |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 34.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-11-27 |
| Last trading day: | 2024-09-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 10.71 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.90 |
|---|---|
| Intrinsic value: | 0.26 |
| Implied volatility: | 0.40 |
| Historic volatility: | 0.22 |
| Parity: | 0.26 |
| Time value: | 2.94 |
| Break-even: | 37.20 |
| Moneyness: | 1.01 |
| Premium: | 0.09 |
| Premium p.a.: | 0.34 |
| Spread abs.: | 0.27 |
| Spread %: | 9.22% |
| Delta: | 0.58 |
| Theta: | -0.02 |
| Omega: | 6.16 |
| Rho: | 0.05 |
Quote data
| Open: | 3.0100 |
|---|---|
| High: | 3.0500 |
| Low: | 3.0100 |
| Previous Close: | 3.0100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -0.97% | ||
|---|---|---|---|
| 1 Month | -7.58% | ||
| 3 Months | +68.51% | ||
| YTD | +122.63% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.1400 | 2.7700 |
|---|---|---|
| 1M High / 1M Low: | 3.7400 | 2.7700 |
| 6M High / 6M Low: | 3.7400 | 0.6500 |
| High (YTD): | 2024-05-15 | 3.7400 |
| Low (YTD): | 2024-01-17 | 0.7200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.9620 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.3700 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.9670 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 77.77% | |
| Volatility 6M: | 161.99% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
