UC WAR. CALL 12/24 VBK/ DE000HD21HW9 /
| 21/05/2024 21:46:14 | Chg.- | Bid21:59:14 | Ask21:59:14 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.0300EUR | - | 3.7800 Bid Size: 1,000 |
4.1400 Ask Size: 1,000 |
VERBIO SE INH O.N. | 20.00 - | 18/12/2024 | 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: | 18/12/2024 |
| Issue date: | 23/01/2024 |
| Last trading day: | 17/12/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.75 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.12 |
|---|---|
| Intrinsic value: | 1.14 |
| Implied volatility: | 0.59 |
| Historic volatility: | 0.53 |
| Parity: | 1.14 |
| Time value: | 3.31 |
| Break-even: | 24.45 |
| Moneyness: | 1.06 |
| Premium: | 0.16 |
| Premium p.a.: | 0.29 |
| Spread abs.: | 0.37 |
| Spread %: | 9.07% |
| Delta: | 0.65 |
| Theta: | -0.01 |
| Omega: | 3.11 |
| Rho: | 0.05 |
Quote data
| Open: | 4.2600 |
|---|---|
| High: | 4.2600 |
| Low: | 4.0300 |
| Previous Close: | 4.3100 |
| Turnover: | 4,030 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -25.37% | ||
|---|---|---|---|
| 1 Month | +16.47% | ||
| 3 Months | -0.74% | ||
| 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: | - |
