UC WAR. CALL 12/24 OEWA/ DE000HD3T3P1 /
| 2024-09-20 9:45:36 AM | Chg.-0.0100 | Bid2024-09-20 | Ask2024-09-20 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9800EUR | -1.01% | 0.9800 Bid Size: 25,000 |
0.9900 Ask Size: 25,000 |
VERBUND AG INH... | 64.3201 EUR | 2024-12-18 | Call |
Master data
| WKN: | HD3T3P |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VERBUND AG INH. A |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 64.32 EUR |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-03-18 |
| Last trading day: | 2024-12-17 |
| Ratio: | 9.89:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.34 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.10 |
|---|---|
| Intrinsic value: | 0.98 |
| Implied volatility: | 0.36 |
| Historic volatility: | 0.27 |
| Parity: | 0.98 |
| Time value: | 0.20 |
| Break-even: | 75.99 |
| Moneyness: | 1.15 |
| Premium: | 0.03 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.05 |
| Spread %: | 4.42% |
| Delta: | 0.82 |
| Theta: | -0.02 |
| Omega: | 5.21 |
| Rho: | 0.12 |
Quote data
| Open: | 0.9600 |
|---|---|
| High: | 0.9800 |
| Low: | 0.9600 |
| Previous Close: | 0.9900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -18.33% | ||
|---|---|---|---|
| 1 Month | -33.33% | ||
| 3 Months | -35.95% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2000 | 0.9900 |
|---|---|---|
| 1M High / 1M Low: | 1.5300 | 0.9900 |
| 6M High / 6M Low: | 1.6500 | 0.6400 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1280 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3517 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.2757 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 88.45% | |
| Volatility 6M: | 111.75% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
