UC WAR. CALL 12/24 VAS/ DE000HD033M5 /
| 21/05/2024 09:45:17 | Chg.-0.0300 | Bid21/05/2024 | Ask21/05/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.6100EUR | -1.83% | 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: | 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: | 1.6400 |
|---|---|
| High: | 1.6400 |
| Low: | 1.6100 |
| Previous Close: | 1.6400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +21.97% | ||
|---|---|---|---|
| 1 Month | +27.78% | ||
| 3 Months | -5.85% | ||
| YTD | -58.40% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.6400 | 1.2800 |
|---|---|---|
| 1M High / 1M Low: | 1.6400 | 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: | 1.4080 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3180 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.2667 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 140.57% | |
| Volatility 6M: | 118.67% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
