UC WAR. CALL 12/24 REP/ DE000HD1TEH2 /
| 6/13/2024 9:45:34 PM | Chg.-0.1000 | Bid9:59:19 PM | Ask9:59:19 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5600EUR | -15.15% | 0.5400 Bid Size: 8,000 |
0.6100 Ask Size: 8,000 |
REPSOL S.A. INH. ... | 15.00 - | 12/18/2024 | Call |
Master data
| WKN: | HD1TEH |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | REPSOL S.A. INH. EO 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 15.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 1/11/2024 |
| Last trading day: | 12/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 17.25 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.66 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.20 |
| Parity: | -0.69 |
| Time value: | 0.83 |
| Break-even: | 15.83 |
| Moneyness: | 0.95 |
| Premium: | 0.11 |
| Premium p.a.: | 0.22 |
| Spread abs.: | 0.29 |
| Spread %: | 53.70% |
| Delta: | 0.47 |
| Theta: | 0.00 |
| Omega: | 8.14 |
| Rho: | 0.03 |
Quote data
| Open: | 0.6500 |
|---|---|
| High: | 0.6500 |
| Low: | 0.5600 |
| Previous Close: | 0.6600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -26.32% | ||
|---|---|---|---|
| 1 Month | -45.63% | ||
| 3 Months | -58.21% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8000 | 0.6600 |
|---|---|---|
| 1M High / 1M Low: | 1.1100 | 0.6600 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7420 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9026 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 116.92% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
