UC WAR. CALL 12/24 REP/ DE000HD1TEF6 /
13/06/2024 21:46:02 | Chg.-0.1500 | Bid21:59:19 | Ask21:59:19 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.5300EUR | -8.93% | 1.5100 Bid Size: 4,000 |
1.5800 Ask Size: 4,000 |
REPSOL S.A. INH. ... | 13.00 - | 18/12/2024 | Call |
Master data
WKN: | HD1TEF |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | REPSOL S.A. INH. EO 1 |
Type: | Warrant |
Option type: | Call |
Strike price: | 13.00 - |
Maturity: | 18/12/2024 |
Issue date: | 11/01/2024 |
Last trading day: | 17/12/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 7.49 |
Leverage: | Yes |
Calculated values
Fair value: | 1.80 |
---|---|
Intrinsic value: | 1.32 |
Implied volatility: | 0.24 |
Historic volatility: | 0.20 |
Parity: | 1.32 |
Time value: | 0.60 |
Break-even: | 14.91 |
Moneyness: | 1.10 |
Premium: | 0.04 |
Premium p.a.: | 0.08 |
Spread abs.: | 0.29 |
Spread %: | 17.90% |
Delta: | 0.77 |
Theta: | 0.00 |
Omega: | 5.80 |
Rho: | 0.05 |
Quote data
Open: | 1.6600 |
---|---|
High: | 1.6600 |
Low: | 1.5200 |
Previous Close: | 1.6800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -17.74% | ||
---|---|---|---|
1 Month | -32.00% | ||
3 Months | -39.76% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.9900 | 1.6800 |
---|---|---|
1M High / 1M Low: | 2.4200 | 1.6800 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.8500 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.0787 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 89.14% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |