UC WAR. CALL 06/25 RNL/ DE000HD1KB24 /
| 07/06/2024 21:46:43 | Chg.-0.0600 | Bid21:59:02 | Ask21:59:02 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.8400EUR | -3.16% | 1.8300 Bid Size: 20,000 |
1.8500 Ask Size: 20,000 |
RENAULT INH. EO... | 35.00 - | 18/06/2025 | Call |
Master data
| WKN: | HD1KB2 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | RENAULT INH. EO 3,81 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 35.00 - |
| Maturity: | 18/06/2025 |
| Issue date: | 02/01/2024 |
| Last trading day: | 17/06/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 2.77 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.79 |
|---|---|
| Intrinsic value: | 1.62 |
| Implied volatility: | 0.36 |
| Historic volatility: | 0.29 |
| Parity: | 1.62 |
| Time value: | 0.23 |
| Break-even: | 53.50 |
| Moneyness: | 1.46 |
| Premium: | 0.04 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.02 |
| Spread %: | 1.09% |
| Delta: | 0.91 |
| Theta: | -0.01 |
| Omega: | 2.51 |
| Rho: | 0.29 |
Quote data
| Open: | 1.9000 |
|---|---|
| High: | 1.9000 |
| Low: | 1.7900 |
| Previous Close: | 1.9000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -11.54% | ||
|---|---|---|---|
| 1 Month | +30.50% | ||
| 3 Months | +142.11% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.0700 | 1.8400 |
|---|---|---|
| 1M High / 1M Low: | 2.0900 | 1.4100 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.9440 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.7274 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 71.84% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
