UC WAR. CALL 12/24 ESL/ DE000HD137D3 /
| 21/06/2024 21:46:20 | Chg.+0.0400 | Bid21:59:48 | Ask21:59:48 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.5500EUR | +2.65% | 1.4200 Bid Size: 3,000 |
1.7100 Ask Size: 3,000 |
ESSILORLUXO. INH. EO... | 210.00 - | 18/12/2024 | Call |
Master data
| WKN: | HD137D |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ESSILORLUXO. INH. EO -,18 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 210.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 05/12/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 12.29 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.11 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.17 |
| Parity: | -0.11 |
| Time value: | 1.70 |
| Break-even: | 227.00 |
| Moneyness: | 0.99 |
| Premium: | 0.09 |
| Premium p.a.: | 0.18 |
| Spread abs.: | 0.29 |
| Spread %: | 20.57% |
| Delta: | 0.56 |
| Theta: | -0.05 |
| Omega: | 6.93 |
| Rho: | 0.49 |
Quote data
| Open: | 1.5600 |
|---|---|
| High: | 1.6100 |
| Low: | 1.5500 |
| Previous Close: | 1.5100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +33.62% | ||
|---|---|---|---|
| 1 Month | -0.64% | ||
| 3 Months | -1.27% | ||
| YTD | +124.64% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.5500 | 1.2700 |
|---|---|---|
| 1M High / 1M Low: | 1.6200 | 1.1600 |
| 6M High / 6M Low: | 1.7900 | 0.4600 |
| High (YTD): | 20/03/2024 | 1.7900 |
| Low (YTD): | 24/01/2024 | 0.4600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.4580 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.4027 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.1273 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 172.38% | |
| Volatility 6M: | 133.55% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
