UC WAR. CALL 06/25 ESL/ DE000HD1ED46 /
9/20/2024 9:46:26 PM | Chg.-0.2800 | Bid9:59:08 PM | Ask9:59:08 PM | 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 - | 6/18/2025 | Call |
Master data
WKN: | HD1ED4 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ESSILORLUXO. INH. EO -,18 |
Type: | Warrant |
Option type: | Call |
Strike price: | 200.00 - |
Maturity: | 6/18/2025 |
Issue date: | 12/27/2023 |
Last trading day: | 6/17/2025 |
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): | 3/20/2024 | 2.9600 |
Low (YTD): | 1/17/2024 | 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: | - |