UC WAR. CALL 12/24 VAS/ DE000HD033M5 /
20/05/2024 21:45:37 | Chg.+0.1900 | Bid21:59:41 | Ask21:59:41 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.6400EUR | +13.10% | 1.5300 Bid Size: 2,000 |
1.7200 Ask Size: 2,000 |
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: | 16.54 |
Leverage: | Yes |
Calculated values
Fair value: | 1.43 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.26 |
Historic volatility: | 0.25 |
Parity: | -1.86 |
Time value: | 1.58 |
Break-even: | 29.58 |
Moneyness: | 0.93 |
Premium: | 0.13 |
Premium p.a.: | 0.24 |
Spread abs.: | 0.18 |
Spread %: | 12.86% |
Delta: | 0.45 |
Theta: | -0.01 |
Omega: | 7.41 |
Rho: | 0.06 |
Quote data
Open: | 1.4500 |
---|---|
High: | 1.6400 |
Low: | 1.4500 |
Previous Close: | 1.4500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +34.43% | ||
---|---|---|---|
1 Month | +30.16% | ||
3 Months | -4.09% | ||
YTD | -57.62% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.4500 | 1.2200 |
---|---|---|
1M High / 1M Low: | 1.4800 | 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: | 1.3240 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.3011 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 2.2760 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 137.68% | |
Volatility 6M: | 117.22% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |