UC WAR. CALL 12/24 VAS/ DE000HD033M5 /
| 03/06/2024 09:46:20 | Chg.0.0000 | Bid11:06:29 | Ask11:06:29 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.5900EUR | 0.00% | 1.5700 Bid Size: 10,000 |
1.6100 Ask Size: 10,000 |
VOESTALPINE AG | 28.00 - | 18/12/2024 | Call |
Master data
| WKN: | HD033M |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VOESTALPINE AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 28.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 23/10/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 15.18 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.64 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.24 |
| Parity: | -1.14 |
| Time value: | 1.77 |
| Break-even: | 29.77 |
| Moneyness: | 0.96 |
| Premium: | 0.11 |
| Premium p.a.: | 0.21 |
| Spread abs.: | 0.19 |
| Spread %: | 12.03% |
| Delta: | 0.49 |
| Theta: | -0.01 |
| Omega: | 7.48 |
| Rho: | 0.06 |
Quote data
| Open: | 1.5900 |
|---|---|
| High: | 1.5900 |
| Low: | 1.5900 |
| Previous Close: | 1.5900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.47% | ||
|---|---|---|---|
| 1 Month | +12.77% | ||
| 3 Months | -7.02% | ||
| YTD | -58.91% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.7500 | 1.4100 |
|---|---|---|
| 1M High / 1M Low: | 1.7500 | 1.1000 |
| 6M High / 6M Low: | 4.1300 | 1.1000 |
| High (YTD): | 02/01/2024 | 3.7700 |
| Low (YTD): | 08/05/2024 | 1.1000 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.5760 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.4505 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.1820 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 145.85% | |
| Volatility 6M: | 123.55% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
