UC WAR. CALL 12/25 HEN3/ DE000HD1ERR5 /
| 13/05/2024 21:41:42 | Chg.-0.0100 | Bid21:59:23 | Ask21:59:23 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1100EUR | -8.33% | 0.1000 Bid Size: 20,000 |
0.1200 Ask Size: 20,000 |
HENKEL AG+CO.KGAA VZ... | 110.00 - | 17/12/2025 | Call |
Master data
| WKN: | HD1ERR |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | HENKEL AG+CO.KGAA VZO |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 110.00 - |
| Maturity: | 17/12/2025 |
| Issue date: | 27/12/2023 |
| Last trading day: | 16/12/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 63.29 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.12 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.16 |
| Historic volatility: | 0.16 |
| Parity: | -2.77 |
| Time value: | 0.13 |
| Break-even: | 111.30 |
| Moneyness: | 0.75 |
| Premium: | 0.35 |
| Premium p.a.: | 0.21 |
| Spread abs.: | 0.02 |
| Spread %: | 18.18% |
| Delta: | 0.16 |
| Theta: | 0.00 |
| Omega: | 10.05 |
| Rho: | 0.19 |
Quote data
| Open: | 0.1200 |
|---|---|
| High: | 0.1200 |
| Low: | 0.1100 |
| Previous Close: | 0.1200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +46.67% | ||
|---|---|---|---|
| 1 Month | +746.15% | ||
| 3 Months | +279.31% | ||
| YTD | +35.80% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1200 | 0.0750 |
|---|---|---|
| 1M High / 1M Low: | 0.1200 | 0.0120 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 10/05/2024 | 0.1200 |
| Low (YTD): | 17/04/2024 | 0.0120 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1070 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0483 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 410.70% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
