UC WAR. CALL 06/25 SEJ1/ DE000HD1EF10 /
| 2024-09-25 7:46:16 PM | Chg.-0.0600 | Bid8:39:13 PM | Ask8:39:13 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.8200EUR | -2.08% | 2.7900 Bid Size: 3,000 |
2.8300 Ask Size: 3,000 |
SAFRAN INH. EO... | 200.00 - | 2025-06-18 | Call |
Master data
| WKN: | HD1EF1 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SAFRAN INH. EO -,20 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 200.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-12-27 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.30 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.50 |
|---|---|
| Intrinsic value: | 1.45 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.19 |
| Parity: | 1.45 |
| Time value: | 1.49 |
| Break-even: | 229.40 |
| Moneyness: | 1.07 |
| Premium: | 0.07 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.08 |
| Spread %: | 2.80% |
| Delta: | 0.70 |
| Theta: | -0.04 |
| Omega: | 5.14 |
| Rho: | 0.89 |
Quote data
| Open: | 2.7700 |
|---|---|
| High: | 2.8400 |
| Low: | 2.7700 |
| Previous Close: | 2.8800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +38.92% | ||
|---|---|---|---|
| 1 Month | +48.42% | ||
| 3 Months | +26.46% | ||
| YTD | +184.85% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.8800 | 2.0300 |
|---|---|---|
| 1M High / 1M Low: | 2.8800 | 1.5800 |
| 6M High / 6M Low: | 3.5400 | 1.5800 |
| High (YTD): | 2024-05-27 | 3.5400 |
| Low (YTD): | 2024-01-03 | 0.9500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.5500 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.0218 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.5133 | |
| Avg. volume 6M: | 7.7519 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 121.96% | |
| Volatility 6M: | 99.13% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
