UC WAR. CALL 12/24 ESL/ DE000HD137D3 /
| 9/25/2024 9:45:34 PM | Chg.+0.0300 | Bid9:59:18 PM | Ask9:59:18 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8000EUR | +3.90% | 0.7800 Bid Size: 6,000 |
0.8500 Ask Size: 6,000 |
ESSILORLUXO. INH. EO... | 210.00 - | 12/18/2024 | Call |
Master data
| WKN: | HD137D |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ESSILORLUXO. INH. EO -,18 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 210.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 12/5/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 25.11 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.59 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.18 |
| Parity: | -0.41 |
| Time value: | 0.82 |
| Break-even: | 218.20 |
| Moneyness: | 0.98 |
| Premium: | 0.06 |
| Premium p.a.: | 0.29 |
| Spread abs.: | 0.07 |
| Spread %: | 9.33% |
| Delta: | 0.48 |
| Theta: | -0.06 |
| Omega: | 12.07 |
| Rho: | 0.21 |
Quote data
| Open: | 0.6800 |
|---|---|
| High: | 0.8300 |
| Low: | 0.6800 |
| Previous Close: | 0.7700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -14.89% | ||
|---|---|---|---|
| 1 Month | -47.37% | ||
| 3 Months | -40.30% | ||
| YTD | +15.94% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9400 | 0.7100 |
|---|---|---|
| 1M High / 1M Low: | 1.5700 | 0.7100 |
| 6M High / 6M Low: | 1.6600 | 0.4800 |
| High (YTD): | 3/20/2024 | 1.7900 |
| Low (YTD): | 1/24/2024 | 0.4600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7900 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1648 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.2713 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 140.45% | |
| Volatility 6M: | 180.94% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
