UC WAR. CALL 06/25 MCHA/ DE000HD1EDW5 /
| 2024-09-25 9:46:50 PM | Chg.-0.0100 | Bid2024-09-25 | Ask2024-09-25 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1600EUR | -5.88% | 0.1500 Bid Size: 50,000 |
0.1600 Ask Size: 50,000 |
Cie Generale des Eta... | 40.00 - | 2025-06-18 | Call |
Master data
| WKN: | HD1EDW |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Cie Generale des Etablissements Michelin SA |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 40.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-12-27 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 21.56 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.12 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.17 |
| Parity: | -0.34 |
| Time value: | 0.17 |
| Break-even: | 41.70 |
| Moneyness: | 0.92 |
| Premium: | 0.14 |
| Premium p.a.: | 0.19 |
| Spread abs.: | 0.01 |
| Spread %: | 6.25% |
| Delta: | 0.40 |
| Theta: | -0.01 |
| Omega: | 8.58 |
| Rho: | 0.09 |
Quote data
| Open: | 0.1500 |
|---|---|
| High: | 0.1600 |
| Low: | 0.1500 |
| Previous Close: | 0.1700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -11.11% | ||
|---|---|---|---|
| 1 Month | +6.67% | ||
| 3 Months | -36.00% | ||
| YTD | +14.29% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1800 | 0.1600 |
|---|---|---|
| 1M High / 1M Low: | 0.1800 | 0.1300 |
| 6M High / 6M Low: | 0.3400 | 0.1100 |
| High (YTD): | 2024-06-12 | 0.3400 |
| Low (YTD): | 2024-02-01 | 0.0730 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1680 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1478 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1906 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 108.13% | |
| Volatility 6M: | 112.86% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
