UC WAR. CALL 09/24 IES/ DE000HD5DB52 /
| 21/06/2024 21:45:22 | Chg.-0.0300 | Bid21:59:13 | Ask21:59:13 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2200EUR | -12.00% | 0.2100 Bid Size: 20,000 |
0.2400 Ask Size: 20,000 |
INTESA SANPAOLO | 3.40 - | 18/09/2024 | Call |
Master data
| WKN: | HD5DB5 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | INTESA SANPAOLO |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 3.40 - |
| Maturity: | 18/09/2024 |
| Issue date: | 08/05/2024 |
| Last trading day: | 17/09/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 14.39 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.19 |
|---|---|
| Intrinsic value: | 0.05 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.21 |
| Parity: | 0.05 |
| Time value: | 0.19 |
| Break-even: | 3.64 |
| Moneyness: | 1.02 |
| Premium: | 0.05 |
| Premium p.a.: | 0.24 |
| Spread abs.: | 0.03 |
| Spread %: | 14.29% |
| Delta: | 0.59 |
| Theta: | 0.00 |
| Omega: | 8.56 |
| Rho: | 0.00 |
Quote data
| Open: | 0.2500 |
|---|---|
| High: | 0.2500 |
| Low: | 0.2200 |
| Previous Close: | 0.2500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +4.76% | ||
|---|---|---|---|
| 1 Month | -21.43% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2500 | 0.2100 |
|---|---|---|
| 1M High / 1M Low: | 0.3500 | 0.1700 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2320 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2719 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 222.70% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
