UC WAR. CALL 09/24 ESL/ DE000HD0NQZ3 /
| 2024-06-13 9:45:39 PM | Chg.-0.1600 | Bid9:59:42 PM | Ask9:59:42 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.1600EUR | -6.90% | 2.1400 Bid Size: 4,000 |
2.2100 Ask Size: 4,000 |
ESSILORLUXO. INH. EO... | 190.00 - | 2024-09-18 | Call |
Master data
| WKN: | HD0NQZ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ESSILORLUXO. INH. EO -,18 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 190.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-11-13 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.77 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.15 |
|---|---|
| Intrinsic value: | 1.87 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.17 |
| Parity: | 1.87 |
| Time value: | 0.51 |
| Break-even: | 213.80 |
| Moneyness: | 1.10 |
| Premium: | 0.02 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.07 |
| Spread %: | 3.03% |
| Delta: | 0.80 |
| Theta: | -0.05 |
| Omega: | 7.02 |
| Rho: | 0.38 |
Quote data
| Open: | 2.3200 |
|---|---|
| High: | 2.3200 |
| Low: | 2.1600 |
| Previous Close: | 2.3200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -5.68% | ||
|---|---|---|---|
| 1 Month | -6.49% | ||
| 3 Months | -3.57% | ||
| YTD | +103.77% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.3600 | 2.1300 |
|---|---|---|
| 1M High / 1M Low: | 2.5400 | 1.9700 |
| 6M High / 6M Low: | 2.7200 | 0.7200 |
| High (YTD): | 2024-03-20 | 2.7200 |
| Low (YTD): | 2024-01-17 | 0.7200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.2720 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.3061 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.6998 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 99.42% | |
| Volatility 6M: | 117.37% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
