UC WAR. CALL 06/25 AOMD/ DE000HD1EC62 /
| 2024-09-20 9:45:30 PM | Chg.-0.1000 | Bid9:59:57 PM | Ask9:59:57 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.3500EUR | -4.08% | 2.2500 Bid Size: 4,000 |
2.3900 Ask Size: 4,000 |
ALSTOM S.A. INH. ... | 18.8624 EUR | 2025-06-18 | Call |
Master data
| WKN: | HD1EC6 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ALSTOM S.A. INH. EO 7 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 18.86 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: | 7.86 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.25 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.42 |
| Historic volatility: | 0.56 |
| Parity: | -1.29 |
| Time value: | 2.38 |
| Break-even: | 21.11 |
| Moneyness: | 0.94 |
| Premium: | 0.20 |
| Premium p.a.: | 0.27 |
| Spread abs.: | 0.14 |
| Spread %: | 6.25% |
| Delta: | 0.53 |
| Theta: | -0.01 |
| Omega: | 4.14 |
| Rho: | 0.05 |
Quote data
| Open: | 2.4000 |
|---|---|
| High: | 2.5700 |
| Low: | 2.3500 |
| Previous Close: | 2.4500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +10.85% | ||
|---|---|---|---|
| 1 Month | -4.08% | ||
| 3 Months | +48.73% | ||
| YTD | +176.47% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.4500 | 2.0900 |
|---|---|---|
| 1M High / 1M Low: | 2.8800 | 1.6300 |
| 6M High / 6M Low: | 3.3300 | 1.1100 |
| High (YTD): | 2024-05-28 | 3.3300 |
| Low (YTD): | 2024-01-03 | 0.6800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.2460 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.3422 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.1157 | |
| Avg. volume 6M: | 23.2558 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 144.31% | |
| Volatility 6M: | 147.60% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
