UC WAR. CALL 12/24 VBK/ DE000HD21HW9 /
| 2024-05-22 11:46:12 AM | Chg.-0.3200 | Bid12:40:04 PM | Ask12:40:04 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.7100EUR | -7.94% | 3.6500 Bid Size: 10,000 |
3.7200 Ask Size: 10,000 |
VERBIO SE INH O.N. | 20.00 - | 2024-12-18 | Call |
Master data
| WKN: | HD21HW |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VERBIO SE INH O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 20.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-01-23 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.99 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.80 |
|---|---|
| Intrinsic value: | 0.66 |
| Implied volatility: | 0.59 |
| Historic volatility: | 0.53 |
| Parity: | 0.66 |
| Time value: | 3.48 |
| Break-even: | 24.14 |
| Moneyness: | 1.03 |
| Premium: | 0.17 |
| Premium p.a.: | 0.31 |
| Spread abs.: | 0.36 |
| Spread %: | 9.52% |
| Delta: | 0.64 |
| Theta: | -0.01 |
| Omega: | 3.17 |
| Rho: | 0.05 |
Quote data
| Open: | 3.9700 |
|---|---|
| High: | 3.9700 |
| Low: | 3.7100 |
| Previous Close: | 4.0300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -31.30% | ||
|---|---|---|---|
| 1 Month | +7.23% | ||
| 3 Months | -8.62% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.4000 | 3.9900 |
|---|---|---|
| 1M High / 1M Low: | 5.4000 | 3.4600 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.4760 | |
| Avg. volume 1W: | 356 | |
| Avg. price 1M: | 3.9948 | |
| Avg. volume 1M: | 252.8571 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 160.07% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
