UC WAR. CALL 07/24 IES/ DE000HD4Z826 /
| 24/05/2024 09:01:35 | Chg.0.0000 | Bid09:05:55 | Ask09:05:55 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2000EUR | 0.00% | 0.1700 Bid Size: 80,000 |
0.1900 Ask Size: 80,000 |
INTESA SANPAOLO | 3.40 - | 17/07/2024 | Call |
Master data
| WKN: | HD4Z82 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | INTESA SANPAOLO |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 3.40 - |
| Maturity: | 17/07/2024 |
| Issue date: | 24/04/2024 |
| Last trading day: | 16/07/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 10.41 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.21 |
|---|---|
| Intrinsic value: | 0.14 |
| Implied volatility: | 0.47 |
| Historic volatility: | 0.21 |
| Parity: | 0.14 |
| Time value: | 0.20 |
| Break-even: | 3.74 |
| Moneyness: | 1.04 |
| Premium: | 0.06 |
| Premium p.a.: | 0.44 |
| Spread abs.: | 0.14 |
| Spread %: | 70.00% |
| Delta: | 0.63 |
| Theta: | 0.00 |
| Omega: | 6.60 |
| Rho: | 0.00 |
Quote data
| Open: | 0.2000 |
|---|---|
| High: | 0.2000 |
| Low: | 0.2000 |
| Previous Close: | 0.2000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -42.86% | ||
|---|---|---|---|
| 1 Month | +5.26% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3500 | 0.2000 |
|---|---|---|
| 1M High / 1M Low: | 0.3500 | 0.1400 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2480 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2286 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 282.37% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
