UC WAR. CALL 06/25 SEJ1/ DE000HD1EF28 /
| 2024-06-24 11:46:51 AM | Chg.+0.1200 | Bid1:09:39 PM | Ask1:09:39 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.6400EUR | +7.89% | 1.6500 Bid Size: 50,000 |
1.6600 Ask Size: 50,000 |
SAFRAN INH. EO... | 220.00 - | 2025-06-18 | Call |
Master data
| WKN: | HD1EF2 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SAFRAN INH. EO -,20 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 220.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-12-27 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 13.06 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.99 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.17 |
| Parity: | -1.75 |
| Time value: | 1.55 |
| Break-even: | 235.50 |
| Moneyness: | 0.92 |
| Premium: | 0.16 |
| Premium p.a.: | 0.17 |
| Spread abs.: | 0.06 |
| Spread %: | 4.03% |
| Delta: | 0.47 |
| Theta: | -0.04 |
| Omega: | 6.15 |
| Rho: | 0.78 |
Quote data
| Open: | 1.5200 |
|---|---|
| High: | 1.6400 |
| Low: | 1.5200 |
| Previous Close: | 1.5200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +12.33% | ||
|---|---|---|---|
| 1 Month | -26.46% | ||
| 3 Months | -22.64% | ||
| YTD | +156.25% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.5500 | 1.4500 |
|---|---|---|
| 1M High / 1M Low: | 2.3600 | 1.3000 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-05-27 | 2.3600 |
| Low (YTD): | 2024-01-03 | 0.6100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.5040 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.8857 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 118.37% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
