UC WAR. CALL 03/25 ASG/ DE000HD4MWZ5 /
| 2024-06-05 3:46:41 PM | Chg.+0.0800 | Bid4:00:22 PM | Ask4:00:22 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8300EUR | +10.67% | 0.8200 Bid Size: 35,000 |
0.8400 Ask Size: 35,000 |
GENERALI | 26.00 - | 2025-03-19 | Call |
Master data
| WKN: | HD4MWZ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GENERALI |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 26.00 - |
| Maturity: | 2025-03-19 |
| Issue date: | 2024-04-15 |
| Last trading day: | 2025-03-18 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 29.20 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.54 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.17 |
| Historic volatility: | 0.14 |
| Parity: | -2.35 |
| Time value: | 0.81 |
| Break-even: | 26.81 |
| Moneyness: | 0.91 |
| Premium: | 0.13 |
| Premium p.a.: | 0.17 |
| Spread abs.: | 0.08 |
| Spread %: | 10.96% |
| Delta: | 0.36 |
| Theta: | 0.00 |
| Omega: | 10.52 |
| Rho: | 0.06 |
Quote data
| Open: | 0.7700 |
|---|---|
| High: | 0.8300 |
| Low: | 0.7700 |
| Previous Close: | 0.7500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +22.06% | ||
|---|---|---|---|
| 1 Month | +93.02% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7600 | 0.6800 |
|---|---|---|
| 1M High / 1M Low: | 0.9000 | 0.4700 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7360 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7423 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 164.35% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
