UC WAR. CALL 12/24 ESL/ DE000HD28G26 /
| 2024-06-20 9:47:07 PM | Chg.+0.3700 | Bid9:59:01 PM | Ask9:59:01 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.8200EUR | +15.10% | 2.7900 Bid Size: 4,000 |
2.8600 Ask Size: 4,000 |
ESSILORLUXO. INH. EO... | 190.00 - | 2024-12-18 | Call |
Master data
| WKN: | HD28G2 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ESSILORLUXO. INH. EO -,18 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 190.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-01-29 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.64 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.04 |
|---|---|
| Intrinsic value: | 1.41 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.17 |
| Parity: | 1.41 |
| Time value: | 1.26 |
| Break-even: | 216.70 |
| Moneyness: | 1.07 |
| Premium: | 0.06 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.29 |
| Spread %: | 12.18% |
| Delta: | 0.70 |
| Theta: | -0.05 |
| Omega: | 5.36 |
| Rho: | 0.58 |
Quote data
| Open: | 2.4500 |
|---|---|
| High: | 2.8300 |
| Low: | 2.4500 |
| Previous Close: | 2.4500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +24.23% | ||
|---|---|---|---|
| 1 Month | -3.09% | ||
| 3 Months | -4.08% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.8200 | 2.2700 |
|---|---|---|
| 1M High / 1M Low: | 2.9600 | 2.2700 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.6060 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.6743 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 131.61% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
