UC WAR. CALL 12/24 REP/ DE000HD1YJW0 /
| 2024-06-06 5:45:06 PM | Chg.-0.0200 | Bid7:03:36 PM | Ask7:03:36 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4400EUR | -4.35% | 0.4300 Bid Size: 15,000 |
0.4700 Ask Size: 15,000 |
REPSOL S.A. INH. ... | 16.00 - | 2024-12-18 | Call |
Master data
| WKN: | HD1YJW |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | REPSOL S.A. INH. EO 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 16.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-01-18 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 24.16 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.42 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.20 |
| Parity: | -1.51 |
| Time value: | 0.60 |
| Break-even: | 16.60 |
| Moneyness: | 0.91 |
| Premium: | 0.15 |
| Premium p.a.: | 0.29 |
| Spread abs.: | 0.29 |
| Spread %: | 93.55% |
| Delta: | 0.37 |
| Theta: | 0.00 |
| Omega: | 8.83 |
| Rho: | 0.03 |
Quote data
| Open: | 0.4600 |
|---|---|
| High: | 0.4600 |
| Low: | 0.4300 |
| Previous Close: | 0.4600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -22.81% | ||
|---|---|---|---|
| 1 Month | -24.14% | ||
| 3 Months | -37.14% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6100 | 0.4400 |
|---|---|---|
| 1M High / 1M Low: | 0.7000 | 0.4400 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5240 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5891 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 123.23% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
