UC WAR. CALL 06/25 ASG/ DE000HD1EDB9 /
| 2024-09-19 9:45:40 PM | Chg.0.0000 | Bid9:59:24 PM | Ask9:59:24 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.9600EUR | 0.00% | 2.8900 Bid Size: 2,000 |
2.9800 Ask Size: 2,000 |
GENERALI | 24.00 EUR | 2025-06-18 | Call |
Master data
| WKN: | HD1EDB |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GENERALI |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 24.00 EUR |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-12-27 |
| Last trading day: | 2025-06-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.54 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.83 |
|---|---|
| Intrinsic value: | 1.80 |
| Implied volatility: | 0.18 |
| Historic volatility: | 0.15 |
| Parity: | 1.80 |
| Time value: | 1.22 |
| Break-even: | 27.02 |
| Moneyness: | 1.08 |
| Premium: | 0.05 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.09 |
| Spread %: | 3.07% |
| Delta: | 0.76 |
| Theta: | 0.00 |
| Omega: | 6.49 |
| Rho: | 0.12 |
Quote data
| Open: | 3.0000 |
|---|---|
| High: | 3.1300 |
| Low: | 2.9600 |
| Previous Close: | 2.9600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +19.84% | ||
|---|---|---|---|
| 1 Month | +101.36% | ||
| 3 Months | +96.03% | ||
| YTD | +886.67% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.1000 | 2.4700 |
|---|---|---|
| 1M High / 1M Low: | 3.1000 | 1.4700 |
| 6M High / 6M Low: | 3.1000 | 0.8500 |
| High (YTD): | 2024-09-16 | 3.1000 |
| Low (YTD): | 2024-01-03 | 0.3200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.8820 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.2639 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.5691 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 116.78% | |
| Volatility 6M: | 129.59% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
