UC WAR. CALL 12/24 VBK/ DE000HD21HW9 /
| 9/20/2024 9:45:31 PM | Chg.-0.0700 | Bid9:59:00 PM | Ask9:59:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2700EUR | -20.59% | 0.0100 Bid Size: 10,000 |
0.6100 Ask Size: 10,000 |
VERBIO SE INH O.N. | 20.00 - | 12/18/2024 | 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: | 12/18/2024 |
| Issue date: | 1/23/2024 |
| Last trading day: | 12/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 24.18 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.33 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.69 |
| Historic volatility: | 0.56 |
| Parity: | -5.25 |
| Time value: | 0.61 |
| Break-even: | 20.61 |
| Moneyness: | 0.74 |
| Premium: | 0.40 |
| Premium p.a.: | 3.01 |
| Spread abs.: | 0.60 |
| Spread %: | 6,000.00% |
| Delta: | 0.24 |
| Theta: | -0.01 |
| Omega: | 5.84 |
| Rho: | 0.01 |
Quote data
| Open: | 0.1300 |
|---|---|
| High: | 0.2700 |
| Low: | 0.1300 |
| Previous Close: | 0.3400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -38.64% | ||
|---|---|---|---|
| 1 Month | -79.07% | ||
| 3 Months | -87.14% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4200 | 0.2700 |
|---|---|---|
| 1M High / 1M Low: | 1.5500 | 0.2700 |
| 6M High / 6M Low: | 5.4000 | 0.2700 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3520 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7430 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.6488 | |
| Avg. volume 6M: | 137.2558 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 238.79% | |
| Volatility 6M: | 193.17% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
