UC WAR. CALL 12/24 VBK/ DE000HD0LGS3 /
16/05/2024 21:45:36 | Chg.-0.0300 | Bid21:59:45 | Ask21:59:45 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1400EUR | -17.65% | 0.1200 Bid Size: 20,000 |
0.1600 Ask Size: 20,000 |
VERBIO SE INH O.N. | 30.00 - | 18/12/2024 | Call |
Master data
WKN: | HD0LGS |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | VERBIO SE INH O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 30.00 - |
Maturity: | 18/12/2024 |
Issue date: | 09/11/2023 |
Last trading day: | 17/12/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 11.46 |
Leverage: | Yes |
Calculated values
Fair value: | 0.17 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.57 |
Historic volatility: | 0.53 |
Parity: | -0.71 |
Time value: | 0.20 |
Break-even: | 32.00 |
Moneyness: | 0.76 |
Premium: | 0.40 |
Premium p.a.: | 0.76 |
Spread abs.: | 0.04 |
Spread %: | 25.00% |
Delta: | 0.36 |
Theta: | -0.01 |
Omega: | 4.18 |
Rho: | 0.04 |
Quote data
Open: | 0.1700 |
---|---|
High: | 0.1700 |
Low: | 0.1400 |
Previous Close: | 0.1700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +16.67% | ||
---|---|---|---|
1 Month | +16.67% | ||
3 Months | -33.33% | ||
YTD | -78.79% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1700 | 0.1200 |
---|---|---|
1M High / 1M Low: | 0.1700 | 0.1100 |
6M High / 6M Low: | 1.0200 | 0.0740 |
High (YTD): | 02/01/2024 | 0.6000 |
Low (YTD): | 15/03/2024 | 0.0740 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.1440 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1248 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.3056 | |
Avg. volume 6M: | 43.2984 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 188.29% | |
Volatility 6M: | 193.50% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |