UC WAR. CALL 12/25 IES/ DE000HD1ES98 /
| 2024-06-21 9:45:11 PM | Chg.-0.0300 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3100EUR | -8.82% | 0.3100 Bid Size: 25,000 |
0.3400 Ask Size: 25,000 |
INTESA SANPAOLO | 3.50 - | 2025-12-17 | Call |
Master data
| WKN: | HD1ES9 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | INTESA SANPAOLO |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 3.50 - |
| Maturity: | 2025-12-17 |
| Issue date: | 2023-12-27 |
| Last trading day: | 2025-12-16 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 10.16 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.42 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.16 |
| Historic volatility: | 0.21 |
| Parity: | -0.05 |
| Time value: | 0.34 |
| Break-even: | 3.84 |
| Moneyness: | 0.99 |
| Premium: | 0.11 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.03 |
| Spread %: | 9.68% |
| Delta: | 0.62 |
| Theta: | 0.00 |
| Omega: | 6.28 |
| Rho: | 0.03 |
Quote data
| Open: | 0.3400 |
|---|---|
| High: | 0.3400 |
| Low: | 0.3100 |
| Previous Close: | 0.3400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +14.81% | ||
|---|---|---|---|
| 1 Month | -13.89% | ||
| 3 Months | +40.91% | ||
| YTD | +520.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3400 | 0.2900 |
|---|---|---|
| 1M High / 1M Low: | 0.4300 | 0.2700 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-06-03 | 0.4300 |
| Low (YTD): | 2024-01-02 | 0.0540 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3180 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3645 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 131.89% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
