UC WAR. CALL 06/25 ESL/ DE000HD1ED38 /
2024-05-09 9:46:00 PM | Chg.+0.0500 | Bid9:59:15 PM | Ask9:59:15 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.8900EUR | +1.30% | 3.8700 Bid Size: 4,000 |
3.9400 Ask Size: 4,000 |
ESSILORLUXO. INH. EO... | 180.00 - | 2025-06-18 | Call |
Master data
WKN: | HD1ED3 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ESSILORLUXO. INH. EO -,18 |
Type: | Warrant |
Option type: | Call |
Strike price: | 180.00 - |
Maturity: | 2025-06-18 |
Issue date: | 2023-12-27 |
Last trading day: | 2025-06-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 5.24 |
Leverage: | Yes |
Calculated values
Fair value: | 3.51 |
---|---|
Intrinsic value: | 2.40 |
Implied volatility: | 0.24 |
Historic volatility: | 0.18 |
Parity: | 2.40 |
Time value: | 1.49 |
Break-even: | 218.90 |
Moneyness: | 1.13 |
Premium: | 0.07 |
Premium p.a.: | 0.07 |
Spread abs.: | 0.07 |
Spread %: | 1.83% |
Delta: | 0.78 |
Theta: | -0.03 |
Omega: | 4.11 |
Rho: | 1.34 |
Quote data
Open: | 3.7600 |
---|---|
High: | 3.8900 |
Low: | 3.7600 |
Previous Close: | 3.8400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +17.17% | ||
---|---|---|---|
1 Month | +9.27% | ||
3 Months | +49.04% | ||
YTD | +71.37% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - |
1W High / 1W Low: | 3.8400 | 3.3200 |
---|---|---|
1M High / 1M Low: | 3.8400 | 3.3100 |
6M High / 6M Low: | - | - |
High (YTD): | 2024-03-20 | 4.3100 |
Low (YTD): | 2024-01-17 | 1.8600 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 3.5580 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 3.5257 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 71.08% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |