UC WAR. CALL 12/24 VAS/ DE000HD5HQT7 /
| 6/13/2024 3:46:40 PM | Chg.-0.1400 | Bid5:40:43 PM | Ask5:40:43 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.9200EUR | -4.58% | 2.6600 Bid Size: 2,000 |
2.7500 Ask Size: 2,000 |
VOESTALPINE AG | 24.00 - | 12/18/2024 | Call |
Master data
| WKN: | HD5HQT |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VOESTALPINE AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 24.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 5/13/2024 |
| Last trading day: | 12/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.19 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.93 |
|---|---|
| Intrinsic value: | 1.64 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.24 |
| Parity: | 1.64 |
| Time value: | 1.49 |
| Break-even: | 27.13 |
| Moneyness: | 1.07 |
| Premium: | 0.06 |
| Premium p.a.: | 0.12 |
| Spread abs.: | 0.18 |
| Spread %: | 6.10% |
| Delta: | 0.70 |
| Theta: | -0.01 |
| Omega: | 5.75 |
| Rho: | 0.08 |
Quote data
| Open: | 3.0600 |
|---|---|
| High: | 3.0600 |
| Low: | 2.9200 |
| Previous Close: | 3.0600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -12.57% | ||
|---|---|---|---|
| 1 Month | +1.74% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.3400 | 3.0600 |
|---|---|---|
| 1M High / 1M Low: | 3.8600 | 2.8700 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.1780 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.3491 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 106.75% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
