UC WAR. CALL 12/24 VAS/ DE000HD5HQT7 /
2024-06-21 9:45:39 PM | Chg.-0.0900 | Bid9:59:46 PM | Ask9:59:46 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.6200EUR | -3.32% | 2.5200 Bid Size: 2,000 |
2.7500 Ask Size: 2,000 |
VOESTALPINE AG | 24.00 - | 2024-12-18 | Call |
Master data
WKN: | HD5HQT |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | VOESTALPINE AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 24.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2024-05-13 |
Last trading day: | 2024-12-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 9.11 |
Leverage: | Yes |
Calculated values
Fair value: | 2.47 |
---|---|
Intrinsic value: | 1.06 |
Implied volatility: | 0.28 |
Historic volatility: | 0.24 |
Parity: | 1.06 |
Time value: | 1.69 |
Break-even: | 26.75 |
Moneyness: | 1.04 |
Premium: | 0.07 |
Premium p.a.: | 0.14 |
Spread abs.: | 0.23 |
Spread %: | 9.13% |
Delta: | 0.66 |
Theta: | -0.01 |
Omega: | 5.99 |
Rho: | 0.07 |
Quote data
Open: | 2.7100 |
---|---|
High: | 2.8000 |
Low: | 2.6200 |
Previous Close: | 2.7100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +4.38% | ||
---|---|---|---|
1 Month | -24.71% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.7100 | 2.3800 |
---|---|---|
1M High / 1M Low: | 3.8600 | 2.3800 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.5480 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 3.1387 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 102.54% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |