UC WAR. CALL 06/25 ESL/ DE000HD1ED46 /
| 20/09/2024 21:46:26 | Chg.-0.2800 | Bid21:59:08 | Ask21:59:08 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.9300EUR | -12.67% | 1.8800 Bid Size: 4,000 |
1.9500 Ask Size: 4,000 |
ESSILORLUXO. INH. EO... | 200.00 - | 18/06/2025 | Call |
Master data
| WKN: | HD1ED4 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ESSILORLUXO. INH. EO -,18 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 200.00 - |
| Maturity: | 18/06/2025 |
| Issue date: | 27/12/2023 |
| Last trading day: | 17/06/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 10.43 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.68 |
|---|---|
| Intrinsic value: | 0.34 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.18 |
| Parity: | 0.34 |
| Time value: | 1.61 |
| Break-even: | 219.50 |
| Moneyness: | 1.02 |
| Premium: | 0.08 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.07 |
| Spread %: | 3.72% |
| Delta: | 0.62 |
| Theta: | -0.04 |
| Omega: | 6.51 |
| Rho: | 0.80 |
Quote data
| Open: | 2.1500 |
|---|---|
| High: | 2.1500 |
| Low: | 1.9300 |
| Previous Close: | 2.2100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -17.52% | ||
|---|---|---|---|
| 1 Month | -30.32% | ||
| 3 Months | -29.30% | ||
| YTD | +40.88% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.2700 | 1.9300 |
|---|---|---|
| 1M High / 1M Low: | 2.9200 | 1.9300 |
| 6M High / 6M Low: | 2.9200 | 1.3400 |
| High (YTD): | 20/03/2024 | 2.9600 |
| Low (YTD): | 17/01/2024 | 1.0900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.1000 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.5604 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.4533 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 81.37% | |
| Volatility 6M: | 112.82% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
