UC WAR. CALL 06/24 ESL/ DE000HD313L3 /
| 5/29/2024 9:46:46 AM | Chg.-0.1800 | Bid10:32:50 AM | Ask10:32:50 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1400EUR | -13.64% | 1.1200 Bid Size: 30,000 |
1.1300 Ask Size: 30,000 |
ESSILORLUXO. INH. EO... | 195.00 - | 6/19/2024 | Call |
Master data
| WKN: | HD313L |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ESSILORLUXO. INH. EO -,18 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 195.00 - |
| Maturity: | 6/19/2024 |
| Issue date: | 2/26/2024 |
| Last trading day: | 6/18/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 14.86 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.23 |
|---|---|
| Intrinsic value: | 1.16 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.17 |
| Parity: | 1.16 |
| Time value: | 0.23 |
| Break-even: | 208.90 |
| Moneyness: | 1.06 |
| Premium: | 0.01 |
| Premium p.a.: | 0.21 |
| Spread abs.: | 0.07 |
| Spread %: | 5.30% |
| Delta: | 0.80 |
| Theta: | -0.12 |
| Omega: | 11.82 |
| Rho: | 0.09 |
Quote data
| Open: | 1.2600 |
|---|---|
| High: | 1.2600 |
| Low: | 1.1400 |
| Previous Close: | 1.3200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -24.00% | ||
|---|---|---|---|
| 1 Month | +23.91% | ||
| 3 Months | +22.58% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.6300 | 1.3200 |
|---|---|---|
| 1M High / 1M Low: | 1.6300 | 0.8100 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.4920 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.2967 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 212.63% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
