UC WAR. CALL 06/25 SEJ1/ DE000HD1EF36 /
| 2024-09-25 9:46:17 PM | Chg.-0.0200 | Bid9:59:11 PM | Ask9:59:11 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7400EUR | -2.63% | 0.7000 Bid Size: 5,000 |
0.7700 Ask Size: 5,000 |
SAFRAN INH. EO... | 250.00 - | 2025-06-18 | Call |
Master data
| WKN: | HD1EF3 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SAFRAN INH. EO -,20 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 250.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-12-27 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 26.16 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.45 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.19 |
| Parity: | -3.55 |
| Time value: | 0.82 |
| Break-even: | 258.20 |
| Moneyness: | 0.86 |
| Premium: | 0.20 |
| Premium p.a.: | 0.29 |
| Spread abs.: | 0.08 |
| Spread %: | 10.81% |
| Delta: | 0.31 |
| Theta: | -0.04 |
| Omega: | 8.11 |
| Rho: | 0.43 |
Quote data
| Open: | 0.7000 |
|---|---|
| High: | 0.7500 |
| Low: | 0.7000 |
| Previous Close: | 0.7600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +64.44% | ||
|---|---|---|---|
| 1 Month | +72.09% | ||
| 3 Months | +29.82% | ||
| YTD | +111.43% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7600 | 0.4500 |
|---|---|---|
| 1M High / 1M Low: | 0.7600 | 0.3100 |
| 6M High / 6M Low: | 1.2800 | 0.3100 |
| High (YTD): | 2024-03-26 | 1.2800 |
| Low (YTD): | 2024-09-06 | 0.3100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6400 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4536 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7385 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 191.47% | |
| Volatility 6M: | 140.49% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
