UC WAR. CALL 09/24 WIB/ DE000HD1EGS6 /
| 2024-06-17 9:46:14 PM | Chg.+0.2300 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.6400EUR | +16.31% | 1.5100 Bid Size: 3,000 |
1.7800 Ask Size: 3,000 |
WIENERBERGER | 38.00 - | 2024-09-18 | Call |
Master data
| WKN: | HD1EGS |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | WIENERBERGER |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 38.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-12-27 |
| Last trading day: | 2024-09-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 22.82 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.39 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.41 |
| Historic volatility: | 0.22 |
| Parity: | -4.00 |
| Time value: | 1.49 |
| Break-even: | 39.49 |
| Moneyness: | 0.89 |
| Premium: | 0.16 |
| Premium p.a.: | 0.80 |
| Spread abs.: | 0.27 |
| Spread %: | 22.13% |
| Delta: | 0.35 |
| Theta: | -0.02 |
| Omega: | 7.98 |
| Rho: | 0.03 |
Quote data
| Open: | 1.3200 |
|---|---|
| High: | 1.6600 |
| Low: | 1.3200 |
| Previous Close: | 1.4100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +18.84% | ||
|---|---|---|---|
| 1 Month | -1.80% | ||
| 3 Months | +124.66% | ||
| YTD | +156.25% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.6500 | 1.3800 |
|---|---|---|
| 1M High / 1M Low: | 1.7900 | 1.3000 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-05-16 | 1.8900 |
| Low (YTD): | 2024-01-18 | 0.3500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.4840 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.5652 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 130.50% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
