UC WAR. CALL 06/25 ESL/ DE000HD1ED46 /
| 2024-06-19 9:45:57 PM | Chg.-0.2100 | Bid9:59:11 PM | Ask9:59:11 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.3900EUR | -8.08% | 2.3000 Bid Size: 2,000 |
2.5900 Ask Size: 2,000 |
ESSILORLUXO. INH. EO... | 200.00 - | 2025-06-18 | Call |
Master data
| WKN: | HD1ED4 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ESSILORLUXO. INH. EO -,18 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 200.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-12-27 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.86 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.14 |
|---|---|
| Intrinsic value: | 0.68 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.17 |
| Parity: | 0.68 |
| Time value: | 1.95 |
| Break-even: | 226.30 |
| Moneyness: | 1.03 |
| Premium: | 0.09 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.07 |
| Spread %: | 2.73% |
| Delta: | 0.66 |
| Theta: | -0.04 |
| Omega: | 5.19 |
| Rho: | 1.10 |
Quote data
| Open: | 2.5800 |
|---|---|
| High: | 2.5800 |
| Low: | 2.3900 |
| Previous Close: | 2.6000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -4.40% | ||
|---|---|---|---|
| 1 Month | -14.34% | ||
| 3 Months | -19.26% | ||
| YTD | +74.45% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.6800 | 2.2500 |
|---|---|---|
| 1M High / 1M Low: | 2.8500 | 2.2500 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-03-20 | 2.9600 |
| Low (YTD): | 2024-01-17 | 1.0900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.4840 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.5896 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 101.92% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
