UC WAR. CALL 06/24 IES/ DE000HD4HHE1 /
28/05/2024 15:47:05 | Chg.+0.0210 | Bid15:58:11 | Ask15:58:11 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0410EUR | +105.00% | 0.0320 Bid Size: 225,000 |
0.0390 Ask Size: 225,000 |
INTESA SANPAOLO | 3.70 - | 19/06/2024 | Call |
Master data
WKN: | HD4HHE |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | INTESA SANPAOLO |
Type: | Warrant |
Option type: | Call |
Strike price: | 3.70 - |
Maturity: | 19/06/2024 |
Issue date: | 10/04/2024 |
Last trading day: | 18/06/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 79.20 |
Leverage: | Yes |
Calculated values
Fair value: | 0.03 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.27 |
Historic volatility: | 0.21 |
Parity: | -0.14 |
Time value: | 0.05 |
Break-even: | 3.75 |
Moneyness: | 0.96 |
Premium: | 0.05 |
Premium p.a.: | 1.27 |
Spread abs.: | 0.04 |
Spread %: | 400.00% |
Delta: | 0.31 |
Theta: | 0.00 |
Omega: | 24.45 |
Rho: | 0.00 |
Quote data
Open: | 0.0200 |
---|---|
High: | 0.0430 |
Low: | 0.0200 |
Previous Close: | 0.0200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +20.59% | ||
---|---|---|---|
1 Month | -14.58% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.0340 | 0.0200 |
---|---|---|
1M High / 1M Low: | 0.0540 | 0.0180 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.0266 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.0341 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 496.02% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |