UC WAR. CALL 12/24 GOB/ DE000HD18NS1 /
17/05/2024 21:47:15 | Chg.-0.0100 | Bid21:59:07 | Ask21:59:07 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.4600EUR | -2.13% | 0.4500 Bid Size: 12,000 |
0.4800 Ask Size: 12,000 |
ST GOBAIN ... | 85.00 - | 18/12/2024 | Call |
Master data
WKN: | HD18NS |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ST GOBAIN EO 4 |
Type: | Warrant |
Option type: | Call |
Strike price: | 85.00 - |
Maturity: | 18/12/2024 |
Issue date: | 11/12/2023 |
Last trading day: | 17/12/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 16.95 |
Leverage: | Yes |
Calculated values
Fair value: | 0.48 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.22 |
Historic volatility: | 0.23 |
Parity: | -0.36 |
Time value: | 0.48 |
Break-even: | 89.80 |
Moneyness: | 0.96 |
Premium: | 0.10 |
Premium p.a.: | 0.18 |
Spread abs.: | 0.03 |
Spread %: | 6.67% |
Delta: | 0.49 |
Theta: | -0.02 |
Omega: | 8.22 |
Rho: | 0.20 |
Quote data
Open: | 0.4600 |
---|---|
High: | 0.4600 |
Low: | 0.4400 |
Previous Close: | 0.4700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -2.13% | ||
---|---|---|---|
1 Month | +170.59% | ||
3 Months | +187.50% | ||
YTD | +155.56% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.5200 | 0.4600 |
---|---|---|
1M High / 1M Low: | 0.5200 | 0.1500 |
6M High / 6M Low: | - | - |
High (YTD): | 15/05/2024 | 0.5200 |
Low (YTD): | 23/01/2024 | 0.0900 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.4780 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.3275 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 259.53% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |