UC WAR. CALL 12/24 REP/ DE000HD1TEF6 /
| 6/13/2024 9:46:02 PM | Chg.-0.1500 | Bid9:59:19 PM | Ask9:59:19 PM | 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 - | 12/18/2024 | 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: | 12/18/2024 |
| Issue date: | 1/11/2024 |
| Last trading day: | 12/17/2024 |
| 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: | - |
