UC WAR. CALL 06/25 AOMD/ DE000HD1EC47 /
| 2024-09-20 9:45:56 PM | Chg.-0.1400 | Bid9:59:21 PM | Ask9:59:21 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.9800EUR | -2.73% | 4.8800 Bid Size: 2,000 |
5.0200 Ask Size: 2,000 |
ALSTOM S.A. INH. ... | 14.1468 EUR | 2025-06-18 | Call |
Master data
| WKN: | HD1EC4 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ALSTOM S.A. INH. EO 7 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 14.15 EUR |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-12-27 |
| Last trading day: | 2025-06-17 |
| Ratio: | 1:1.06 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.73 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.61 |
|---|---|
| Intrinsic value: | 3.71 |
| Implied volatility: | 0.43 |
| Historic volatility: | 0.56 |
| Parity: | 3.71 |
| Time value: | 1.31 |
| Break-even: | 18.88 |
| Moneyness: | 1.25 |
| Premium: | 0.07 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.14 |
| Spread %: | 2.87% |
| Delta: | 0.80 |
| Theta: | 0.00 |
| Omega: | 2.99 |
| Rho: | 0.07 |
Quote data
| Open: | 5.1000 |
|---|---|
| High: | 5.3400 |
| Low: | 4.9800 |
| Previous Close: | 5.1200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +6.64% | ||
|---|---|---|---|
| 1 Month | -4.23% | ||
| 3 Months | +32.45% | ||
| YTD | +167.74% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.1200 | 4.6200 |
|---|---|---|
| 1M High / 1M Low: | 5.9200 | 3.8300 |
| 6M High / 6M Low: | 6.2000 | 2.1400 |
| High (YTD): | 2024-05-28 | 6.2000 |
| Low (YTD): | 2024-01-03 | 1.3800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.8200 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 5.0222 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 4.3509 | |
| Avg. volume 6M: | 36.2791 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 102.21% | |
| Volatility 6M: | 111.93% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
