UC WAR. CALL 03/25 SQU/ DE000HD43H67 /
| 27/05/2024 15:46:01 | Chg.+0.0800 | Bid16:06:40 | Ask16:06:40 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2000EUR | +7.14% | 1.1900 Bid Size: 80,000 |
1.2000 Ask Size: 80,000 |
VINCI S.A. INH. EO... | 110.00 - | 19/03/2025 | Call |
Master data
| WKN: | HD43H6 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VINCI S.A. INH. EO 2,50 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 110.00 - |
| Maturity: | 19/03/2025 |
| Issue date: | 25/03/2024 |
| Last trading day: | 18/03/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 10.01 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.02 |
|---|---|
| Intrinsic value: | 0.42 |
| Implied volatility: | 0.18 |
| Historic volatility: | 0.14 |
| Parity: | 0.42 |
| Time value: | 0.73 |
| Break-even: | 121.40 |
| Moneyness: | 1.04 |
| Premium: | 0.06 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.03 |
| Spread %: | 2.70% |
| Delta: | 0.69 |
| Theta: | -0.02 |
| Omega: | 6.94 |
| Rho: | 0.55 |
Quote data
| Open: | 1.1200 |
|---|---|
| High: | 1.2000 |
| Low: | 1.1200 |
| Previous Close: | 1.1200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -4.00% | ||
|---|---|---|---|
| 1 Month | +15.38% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2600 | 1.1200 |
|---|---|---|
| 1M High / 1M Low: | 1.3500 | 0.9800 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1980 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1805 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 63.49% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
