UC WAR. CALL 12/25 IES/ DE000HD1ES72 /
| 2024-06-06 7:46:47 PM | Chg.+0.0400 | Bid8:09:59 PM | Ask8:09:59 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1600EUR | +3.57% | 1.1400 Bid Size: 14,000 |
1.1600 Ask Size: 14,000 |
INTESA SANPAOLO | 2.50 - | 2025-12-17 | Call |
Master data
| WKN: | HD1ES7 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | INTESA SANPAOLO |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 2.50 - |
| Maturity: | 2025-12-17 |
| Issue date: | 2023-12-27 |
| Last trading day: | 2025-12-16 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 2.98 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.20 |
|---|---|
| Intrinsic value: | 1.04 |
| Implied volatility: | 0.19 |
| Historic volatility: | 0.21 |
| Parity: | 1.04 |
| Time value: | 0.15 |
| Break-even: | 3.69 |
| Moneyness: | 1.42 |
| Premium: | 0.04 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.14 |
| Spread %: | 13.33% |
| Delta: | 0.97 |
| Theta: | 0.00 |
| Omega: | 2.89 |
| Rho: | 0.03 |
Quote data
| Open: | 1.1200 |
|---|---|
| High: | 1.1600 |
| Low: | 1.0800 |
| Previous Close: | 1.1200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +9.43% | ||
| 3 Months | +81.25% | ||
| YTD | +262.50% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2000 | 1.1200 |
|---|---|---|
| 1M High / 1M Low: | 1.2500 | 1.0600 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-05-17 | 1.2500 |
| Low (YTD): | 2024-01-02 | 0.3400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1560 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1370 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 65.10% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
