UC WAR. CALL 12/24 BYW6/ DE000HD4RUK0 /
14/06/2024 21:46:30 | Chg.+0.0110 | Bid21:59:31 | Ask21:59:31 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0940EUR | +13.25% | 0.0800 Bid Size: 10,000 |
0.1100 Ask Size: 10,000 |
BAYWA AG VINK.NA. O.... | 24.00 - | 18/12/2024 | Call |
Master data
WKN: | HD4RUK |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | BAYWA AG VINK.NA. O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 24.00 - |
Maturity: | 18/12/2024 |
Issue date: | 17/04/2024 |
Last trading day: | 17/12/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 18.50 |
Leverage: | Yes |
Calculated values
Fair value: | 0.06 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.38 |
Historic volatility: | 0.29 |
Parity: | -0.37 |
Time value: | 0.11 |
Break-even: | 25.10 |
Moneyness: | 0.85 |
Premium: | 0.23 |
Premium p.a.: | 0.51 |
Spread abs.: | 0.03 |
Spread %: | 37.50% |
Delta: | 0.34 |
Theta: | -0.01 |
Omega: | 6.35 |
Rho: | 0.03 |
Quote data
Open: | 0.0830 |
---|---|
High: | 0.1000 |
Low: | 0.0830 |
Previous Close: | 0.0830 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -37.33% | ||
---|---|---|---|
1 Month | -53.00% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1600 | 0.0830 |
---|---|---|
1M High / 1M Low: | 0.2000 | 0.0830 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.1150 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1525 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 165.98% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |