UC WAR. CALL 06/25 AOMD/ DE000HD1EC47 /
| 2024-06-14 9:46:43 PM | Chg.-0.5100 | Bid9:59:08 PM | Ask9:59:08 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.4300EUR | -12.94% | 3.3800 Bid Size: 4,000 |
3.4700 Ask Size: 4,000 |
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: | 4.74 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.44 |
|---|---|
| Intrinsic value: | 1.44 |
| Implied volatility: | 0.38 |
| Historic volatility: | 0.55 |
| Parity: | 1.44 |
| Time value: | 2.03 |
| Break-even: | 17.42 |
| Moneyness: | 1.10 |
| Premium: | 0.12 |
| Premium p.a.: | 0.12 |
| Spread abs.: | 0.09 |
| Spread %: | 2.66% |
| Delta: | 0.70 |
| Theta: | 0.00 |
| Omega: | 3.32 |
| Rho: | 0.08 |
Quote data
| Open: | 3.8600 |
|---|---|
| High: | 3.8600 |
| Low: | 3.4300 |
| Previous Close: | 3.9400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -33.27% | ||
|---|---|---|---|
| 1 Month | -32.21% | ||
| 3 Months | +105.39% | ||
| YTD | +84.41% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.2300 | 3.4300 |
|---|---|---|
| 1M High / 1M Low: | 6.2000 | 3.4300 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-05-28 | 6.2000 |
| Low (YTD): | 2024-01-03 | 1.3800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.3180 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 5.1255 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 109.74% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
