UC WAR. CALL 03/25 IES/ DE000HD46678 /
| 20/06/2024 13:46:42 | Chg.0.0000 | Bid14:41:13 | Ask14:41:13 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0480EUR | 0.00% | 0.0480 Bid Size: 250,000 |
0.0550 Ask Size: 250,000 |
INTESA SANPAOLO | 4.50 - | 19/03/2025 | Call |
Master data
| WKN: | HD4667 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | INTESA SANPAOLO |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 4.50 - |
| Maturity: | 19/03/2025 |
| Issue date: | 27/03/2024 |
| Last trading day: | 18/03/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 52.42 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.03 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.21 |
| Parity: | -1.04 |
| Time value: | 0.07 |
| Break-even: | 4.57 |
| Moneyness: | 0.77 |
| Premium: | 0.32 |
| Premium p.a.: | 0.45 |
| Spread abs.: | 0.04 |
| Spread %: | 112.90% |
| Delta: | 0.17 |
| Theta: | 0.00 |
| Omega: | 9.14 |
| Rho: | 0.00 |
Quote data
| Open: | 0.0480 |
|---|---|
| High: | 0.0480 |
| Low: | 0.0480 |
| Previous Close: | 0.0480 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +4.35% | ||
|---|---|---|---|
| 1 Month | -25.00% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0480 | 0.0400 |
|---|---|---|
| 1M High / 1M Low: | 0.0670 | 0.0400 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0440 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0557 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 158.50% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
