UC WAR. CALL 06/25 ESL/ DE000HD1ED53 /
| 13/06/2024 19:45:33 | Chg.-0.1000 | Bid20:07:50 | Ask20:07:50 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.4700EUR | -6.37% | 1.4600 Bid Size: 6,000 |
1.5000 Ask Size: 6,000 |
ESSILORLUXO. INH. EO... | 220.00 - | 18/06/2025 | Call |
Master data
| WKN: | HD1ED5 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ESSILORLUXO. INH. EO -,18 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 220.00 - |
| Maturity: | 18/06/2025 |
| Issue date: | 27/12/2023 |
| Last trading day: | 17/06/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 12.80 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.25 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.17 |
| Parity: | -1.13 |
| Time value: | 1.63 |
| Break-even: | 236.30 |
| Moneyness: | 0.95 |
| Premium: | 0.13 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.07 |
| Spread %: | 4.49% |
| Delta: | 0.51 |
| Theta: | -0.03 |
| Omega: | 6.57 |
| Rho: | 0.92 |
Quote data
| Open: | 1.5700 |
|---|---|
| High: | 1.5700 |
| Low: | 1.4700 |
| Previous Close: | 1.5700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.37% | ||
|---|---|---|---|
| 1 Month | -9.26% | ||
| 3 Months | -6.37% | ||
| YTD | +86.08% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.6100 | 1.4900 |
|---|---|---|
| 1M High / 1M Low: | 1.7500 | 1.3900 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 20/03/2024 | 1.8800 |
| Low (YTD): | 24/01/2024 | 0.6000 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.5560 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.5970 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 77.38% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
