UC WAR. CALL 06/25 MCHA/ DE000HD1EDV7 /
| 2024-09-25 9:45:43 PM | Chg.-0.0200 | Bid2024-09-25 | Ask2024-09-25 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3900EUR | -4.88% | 0.3800 Bid Size: 30,000 |
0.3900 Ask Size: 30,000 |
Cie Generale des Eta... | 35.00 - | 2025-06-18 | Call |
Master data
| WKN: | HD1EDV |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Cie Generale des Etablissements Michelin SA |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 35.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-12-27 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.94 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.35 |
|---|---|
| Intrinsic value: | 0.17 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.17 |
| Parity: | 0.17 |
| Time value: | 0.25 |
| Break-even: | 39.10 |
| Moneyness: | 1.05 |
| Premium: | 0.07 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.01 |
| Spread %: | 2.50% |
| Delta: | 0.68 |
| Theta: | -0.01 |
| Omega: | 6.08 |
| Rho: | 0.15 |
Quote data
| Open: | 0.4000 |
|---|---|
| High: | 0.4100 |
| Low: | 0.3900 |
| Previous Close: | 0.4100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.50% | ||
|---|---|---|---|
| 1 Month | +8.33% | ||
| 3 Months | -25.00% | ||
| YTD | +44.44% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4300 | 0.4000 |
|---|---|---|
| 1M High / 1M Low: | 0.4300 | 0.3200 |
| 6M High / 6M Low: | 0.6300 | 0.2800 |
| High (YTD): | 2024-06-13 | 0.6300 |
| Low (YTD): | 2024-02-07 | 0.1700 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4120 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3682 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4120 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 70.19% | |
| Volatility 6M: | 88.26% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
