UC WAR. CALL 03/25 IBE1/ DE000HD43F77 /
2024-09-26 9:45:06 PM | Chg.-0.0600 | Bid9:59:25 PM | Ask9:59:25 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.8800EUR | -3.09% | 1.8500 Bid Size: 4,000 |
1.8900 Ask Size: 4,000 |
IBERDROLA INH. EO... | 12.00 - | 2025-03-19 | Call |
Master data
WKN: | HD43F7 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | IBERDROLA INH. EO -,75 |
Type: | Warrant |
Option type: | Call |
Strike price: | 12.00 - |
Maturity: | 2025-03-19 |
Issue date: | 2024-03-25 |
Last trading day: | 2025-03-18 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 7.06 |
Leverage: | Yes |
Calculated values
Fair value: | 1.89 |
---|---|
Intrinsic value: | 1.64 |
Implied volatility: | 0.18 |
Historic volatility: | 0.16 |
Parity: | 1.64 |
Time value: | 0.30 |
Break-even: | 13.93 |
Moneyness: | 1.14 |
Premium: | 0.02 |
Premium p.a.: | 0.05 |
Spread abs.: | 0.04 |
Spread %: | 2.12% |
Delta: | 0.88 |
Theta: | 0.00 |
Omega: | 6.24 |
Rho: | 0.05 |
Quote data
Open: | 1.9700 |
---|---|
High: | 1.9700 |
Low: | 1.8800 |
Previous Close: | 1.9400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +11.24% | ||
---|---|---|---|
1 Month | +56.67% | ||
3 Months | +135.00% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.0400 | 1.6900 |
---|---|---|
1M High / 1M Low: | 2.0400 | 1.1300 |
6M High / 6M Low: | 2.0400 | 0.3400 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.8720 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.5643 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.8868 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 112.75% | |
Volatility 6M: | 125.35% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |