UC WAR. CALL 06/25 SEJ1/ DE000HD1EF36 /
| 27/09/2024 09:00:19 | Chg.-0.0500 | Bid09:00:33 | Ask09:00:33 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7700EUR | -6.10% | 0.7300 Bid Size: 5,000 |
0.8200 Ask Size: 5,000 |
SAFRAN INH. EO... | 250.00 - | 18/06/2025 | Call |
Master data
| WKN: | HD1EF3 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SAFRAN INH. EO -,20 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 250.00 - |
| Maturity: | 18/06/2025 |
| Issue date: | 27/12/2023 |
| Last trading day: | 17/06/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 27.69 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.41 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.19 |
| Parity: | -3.68 |
| Time value: | 0.77 |
| Break-even: | 257.70 |
| Moneyness: | 0.85 |
| Premium: | 0.21 |
| Premium p.a.: | 0.30 |
| Spread abs.: | 0.07 |
| Spread %: | 10.00% |
| Delta: | 0.30 |
| Theta: | -0.03 |
| Omega: | 8.27 |
| Rho: | 0.41 |
Quote data
| Open: | 0.7700 |
|---|---|
| High: | 0.7700 |
| Low: | 0.7700 |
| Previous Close: | 0.8200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +14.93% | ||
|---|---|---|---|
| 1 Month | +92.50% | ||
| 3 Months | +37.50% | ||
| YTD | +120.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8200 | 0.6700 |
|---|---|---|
| 1M High / 1M Low: | 0.8200 | 0.3100 |
| 6M High / 6M Low: | 1.2700 | 0.3100 |
| High (YTD): | 26/03/2024 | 1.2800 |
| Low (YTD): | 06/09/2024 | 0.3100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7360 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4843 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7314 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 189.26% | |
| Volatility 6M: | 140.99% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
