UC WAR. CALL 06/25 SEJ1/ DE000HD1EF36 /
| 6/24/2024 9:46:13 AM | Chg.+0.0100 | Bid10:16:17 AM | Ask10:16:17 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6900EUR | +1.47% | 0.7100 Bid Size: 60,000 |
0.7200 Ask Size: 60,000 |
SAFRAN INH. EO... | 250.00 - | 6/18/2025 | Call |
Master data
| WKN: | HD1EF3 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SAFRAN INH. EO -,20 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 250.00 - |
| Maturity: | 6/18/2025 |
| Issue date: | 12/27/2023 |
| Last trading day: | 6/17/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 28.93 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.31 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.17 |
| Parity: | -4.75 |
| Time value: | 0.70 |
| Break-even: | 257.00 |
| Moneyness: | 0.81 |
| Premium: | 0.27 |
| Premium p.a.: | 0.27 |
| Spread abs.: | 0.06 |
| Spread %: | 9.38% |
| Delta: | 0.27 |
| Theta: | -0.03 |
| Omega: | 7.75 |
| Rho: | 0.46 |
Quote data
| Open: | 0.6800 |
|---|---|
| High: | 0.6900 |
| Low: | 0.6800 |
| Previous Close: | 0.6800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +7.81% | ||
|---|---|---|---|
| 1 Month | -37.84% | ||
| 3 Months | -41.03% | ||
| YTD | +97.14% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6800 | 0.6400 |
|---|---|---|
| 1M High / 1M Low: | 1.1700 | 0.5700 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 3/26/2024 | 1.2800 |
| Low (YTD): | 1/5/2024 | 0.3400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6620 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8900 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 132.59% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
