UC WAR. CALL 06/25 IES/ DE000HD4VYS7 /
2024-08-29 11:47:11 AM | Chg.- | Bid2024-08-29 | Ask2024-08-29 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.9600EUR | - | 0.9600 Bid Size: 175,000 |
- Ask Size: 175,000 |
INTESA SANPAOLO | 2.80 - | 2025-06-18 | Call |
Master data
WKN: | HD4VYS |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | INTESA SANPAOLO |
Type: | Warrant |
Option type: | Call |
Strike price: | 2.80 - |
Maturity: | 2025-06-18 |
Issue date: | 2024-04-22 |
Last trading day: | 2024-08-29 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 3.85 |
Leverage: | Yes |
Calculated values
Fair value: | 1.05 |
---|---|
Intrinsic value: | 0.98 |
Implied volatility: | - |
Historic volatility: | 0.21 |
Parity: | 0.98 |
Time value: | 0.00 |
Break-even: | 3.78 |
Moneyness: | 1.35 |
Premium: | 0.00 |
Premium p.a.: | 0.00 |
Spread abs.: | 0.09 |
Spread %: | 10.11% |
Delta: | - |
Theta: | - |
Omega: | - |
Rho: | - |
Quote data
Open: | 0.9300 |
---|---|
High: | 0.9600 |
Low: | 0.9300 |
Previous Close: | 0.9300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | +5.49% | ||
3 Months | +18.52% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | - | - |
---|---|---|
1M High / 1M Low: | 0.9600 | 0.9100 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | - | |
Avg. volume 1W: | - | |
Avg. price 1M: | 0.9350 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 39.49% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |