UC WAR. CALL 12/24 SEJ1/ DE000HD1EEZ6 /
2024-06-07 9:45:57 PM | Chg.-0.260 | Bid9:59:10 PM | Ask9:59:10 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
5.380EUR | -4.61% | 5.280 Bid Size: 3,000 |
5.400 Ask Size: 3,000 |
SAFRAN INH. EO... | 160.00 - | 2024-12-18 | Call |
Master data
WKN: | HD1EEZ |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | SAFRAN INH. EO -,20 |
Type: | Warrant |
Option type: | Call |
Strike price: | 160.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2023-12-27 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 3.69 |
Leverage: | Yes |
Calculated values
Fair value: | 5.41 |
---|---|
Intrinsic value: | 5.09 |
Implied volatility: | 0.36 |
Historic volatility: | 0.17 |
Parity: | 5.09 |
Time value: | 0.63 |
Break-even: | 217.20 |
Moneyness: | 1.32 |
Premium: | 0.03 |
Premium p.a.: | 0.06 |
Spread abs.: | 0.13 |
Spread %: | 2.33% |
Delta: | 0.89 |
Theta: | -0.04 |
Omega: | 3.30 |
Rho: | 0.70 |
Quote data
Open: | 5.680 |
---|---|
High: | 5.680 |
Low: | 5.380 |
Previous Close: | 5.640 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -9.58% | ||
---|---|---|---|
1 Month | +2.28% | ||
3 Months | +20.90% | ||
YTD | +184.66% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 6.040 | 5.640 |
---|---|---|
1M High / 1M Low: | 6.160 | 5.150 |
6M High / 6M Low: | - | - |
High (YTD): | 2024-05-27 | 6.160 |
Low (YTD): | 2024-01-03 | 1.830 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 5.808 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 5.663 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 58.41% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |