UC WAR. CALL 12/24 VAS/ DE000HD0A496 /
| 2024-09-20 9:45:10 PM | Chg.-0.3100 | Bid9:59:11 PM | Ask9:59:11 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0700EUR | -22.46% | 0.9500 Bid Size: 4,000 |
1.1400 Ask Size: 4,000 |
VOESTALPINE AG | 22.00 - | 2024-12-18 | Call |
Master data
| WKN: | HD0A49 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VOESTALPINE AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 22.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-10-30 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 18.58 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.72 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.34 |
| Historic volatility: | 0.24 |
| Parity: | -0.82 |
| Time value: | 1.14 |
| Break-even: | 23.14 |
| Moneyness: | 0.96 |
| Premium: | 0.09 |
| Premium p.a.: | 0.44 |
| Spread abs.: | 0.19 |
| Spread %: | 20.00% |
| Delta: | 0.46 |
| Theta: | -0.01 |
| Omega: | 8.60 |
| Rho: | 0.02 |
Quote data
| Open: | 1.2200 |
|---|---|
| High: | 1.2600 |
| Low: | 1.0700 |
| Previous Close: | 1.3800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +27.38% | ||
|---|---|---|---|
| 1 Month | -40.56% | ||
| 3 Months | -72.35% | ||
| YTD | -85.90% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.3800 | 0.8400 |
|---|---|---|
| 1M High / 1M Low: | 1.8000 | 0.7500 |
| 6M High / 6M Low: | 5.7900 | 0.7500 |
| High (YTD): | 2024-01-02 | 7.4900 |
| Low (YTD): | 2024-09-10 | 0.7500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.0580 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.2439 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.5065 | |
| Avg. volume 6M: | .2326 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 210.95% | |
| Volatility 6M: | 136.53% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
