UC WAR. CALL 12/24 ESL/ DE000HD2F4A8 /
| 2024-09-27 9:00:47 AM | Chg.-0.0300 | Bid9:15:02 AM | Ask9:15:02 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2100EUR | -12.50% | 0.2500 Bid Size: 25,000 |
0.2600 Ask Size: 25,000 |
ESSILORLUXO. INH. EO... | 230.00 - | 2024-12-18 | Call |
Master data
| WKN: | HD2F4A |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ESSILORLUXO. INH. EO -,18 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 230.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-02-05 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 85.83 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.10 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.18 |
| Parity: | -2.40 |
| Time value: | 0.24 |
| Break-even: | 232.40 |
| Moneyness: | 0.90 |
| Premium: | 0.13 |
| Premium p.a.: | 0.70 |
| Spread abs.: | 0.07 |
| Spread %: | 41.18% |
| Delta: | 0.20 |
| Theta: | -0.04 |
| Omega: | 16.85 |
| Rho: | 0.09 |
Quote data
| Open: | 0.2100 |
|---|---|
| High: | 0.2100 |
| Low: | 0.2100 |
| Previous Close: | 0.2400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +10.53% | ||
|---|---|---|---|
| 1 Month | -61.82% | ||
| 3 Months | -58.82% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2400 | 0.1700 |
|---|---|---|
| 1M High / 1M Low: | 0.6000 | 0.1700 |
| 6M High / 6M Low: | 0.8400 | 0.1600 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1980 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3783 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5312 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 206.32% | |
| Volatility 6M: | 264.38% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
