UC WAR. CALL 06/25 ESL/ DE000HD1ED38 /
| 6/18/2024 7:45:32 PM | Chg.-0.1100 | Bid7:51:46 PM | Ask7:51:46 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.9300EUR | -2.72% | 3.9300 Bid Size: 8,000 |
3.9700 Ask Size: 8,000 |
ESSILORLUXO. INH. EO... | 180.00 - | 6/18/2025 | Call |
Master data
| WKN: | HD1ED3 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ESSILORLUXO. INH. EO -,18 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 180.00 - |
| Maturity: | 6/18/2025 |
| Issue date: | 12/27/2023 |
| Last trading day: | 6/17/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.03 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.50 |
|---|---|
| Intrinsic value: | 2.62 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.17 |
| Parity: | 2.62 |
| Time value: | 1.48 |
| Break-even: | 221.00 |
| Moneyness: | 1.15 |
| Premium: | 0.07 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.07 |
| Spread %: | 1.74% |
| Delta: | 0.78 |
| Theta: | -0.04 |
| Omega: | 3.90 |
| Rho: | 1.19 |
Quote data
| Open: | 3.9000 |
|---|---|
| High: | 3.9600 |
| Low: | 3.9000 |
| Previous Close: | 4.0400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +2.88% | ||
|---|---|---|---|
| 1 Month | -5.53% | ||
| 3 Months | +1.03% | ||
| YTD | +73.13% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.0400 | 3.4900 |
|---|---|---|
| 1M High / 1M Low: | 4.2400 | 3.4900 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 3/20/2024 | 4.3100 |
| Low (YTD): | 1/17/2024 | 1.8600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.8420 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.9481 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 86.37% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
