UC WAR. CALL 12/24 VBK/ DE000HD14EA7 /
| 2024-06-04 9:46:50 PM | Chg.-0.0200 | Bid9:59:19 PM | Ask9:59:19 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0700EUR | -22.22% | 0.0450 Bid Size: 20,000 |
0.0830 Ask Size: 20,000 |
VERBIO SE INH O.N. | 35.00 - | 2024-12-18 | Call |
Master data
| WKN: | HD14EA |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VERBIO SE INH O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 35.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-12-05 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 19.20 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.09 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.60 |
| Historic volatility: | 0.54 |
| Parity: | -1.20 |
| Time value: | 0.12 |
| Break-even: | 36.20 |
| Moneyness: | 0.66 |
| Premium: | 0.57 |
| Premium p.a.: | 1.31 |
| Spread abs.: | 0.04 |
| Spread %: | 50.00% |
| Delta: | 0.25 |
| Theta: | -0.01 |
| Omega: | 4.71 |
| Rho: | 0.02 |
Quote data
| Open: | 0.0900 |
|---|---|
| High: | 0.0900 |
| Low: | 0.0700 |
| Previous Close: | 0.0900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | 0.00% | ||
| 3 Months | +1.45% | ||
| YTD | -85.42% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0900 | 0.0700 |
|---|---|---|
| 1M High / 1M Low: | 0.0970 | 0.0510 |
| 6M High / 6M Low: | 0.5800 | 0.0500 |
| High (YTD): | 2024-01-02 | 0.4300 |
| Low (YTD): | 2024-03-15 | 0.0500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0798 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0717 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1568 | |
| Avg. volume 6M: | 105.2800 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 282.27% | |
| Volatility 6M: | 245.43% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
