UC WAR. CALL 03/25 SEJ1/ DE000HD4VUY3 /
| 2024-06-20 5:46:45 PM | Chg.+0.0700 | Bid7:00:19 PM | Ask7:00:19 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2000EUR | +6.19% | 1.1900 Bid Size: 15,000 |
1.2200 Ask Size: 15,000 |
SAFRAN INH. EO... | 220.00 - | 2025-03-19 | Call |
Master data
| WKN: | HD4VUY |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SAFRAN INH. EO -,20 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 220.00 - |
| Maturity: | 2025-03-19 |
| Issue date: | 2024-04-22 |
| Last trading day: | 2025-03-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 17.46 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.69 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.17 |
| Parity: | -1.92 |
| Time value: | 1.15 |
| Break-even: | 231.50 |
| Moneyness: | 0.91 |
| Premium: | 0.15 |
| Premium p.a.: | 0.21 |
| Spread abs.: | 0.06 |
| Spread %: | 5.50% |
| Delta: | 0.42 |
| Theta: | -0.04 |
| Omega: | 7.34 |
| Rho: | 0.54 |
Quote data
| Open: | 1.1300 |
|---|---|
| High: | 1.2000 |
| Low: | 1.1300 |
| Previous Close: | 1.1300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -4.00% | ||
|---|---|---|---|
| 1 Month | -28.14% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2500 | 1.0200 |
|---|---|---|
| 1M High / 1M Low: | 2.0200 | 1.0200 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1600 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.6230 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 131.42% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
