UC WAR. CALL 09/24 ESL/ DE000HD0NQZ3 /
| 2024-06-18 3:46:34 PM | Chg.-0.0900 | Bid5:23:33 PM | Ask5:23:33 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.2700EUR | -3.81% | 2.2600 Bid Size: 30,000 |
2.2700 Ask Size: 30,000 |
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: | 8.52 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.91 |
|---|---|
| Intrinsic value: | 1.62 |
| Implied volatility: | 0.34 |
| Historic volatility: | 0.17 |
| Parity: | 1.62 |
| Time value: | 0.80 |
| Break-even: | 214.20 |
| Moneyness: | 1.09 |
| Premium: | 0.04 |
| Premium p.a.: | 0.16 |
| Spread abs.: | 0.07 |
| Spread %: | 2.98% |
| Delta: | 0.73 |
| Theta: | -0.08 |
| Omega: | 6.24 |
| Rho: | 0.32 |
Quote data
| Open: | 2.2800 |
|---|---|
| High: | 2.2900 |
| Low: | 2.2300 |
| Previous Close: | 2.3600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +6.57% | ||
|---|---|---|---|
| 1 Month | -8.84% | ||
| 3 Months | -1.30% | ||
| YTD | +114.15% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.3600 | 1.8200 |
|---|---|---|
| 1M High / 1M Low: | 2.5400 | 1.8200 |
| 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: | 2.1580 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.2662 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.7206 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 155.88% | |
| Volatility 6M: | 125.84% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
