UniCredit Call 150 SEJ1 18.06.2025
/ DE000HD1EF02
UniCredit Call 150 SEJ1 18.06.202.../ DE000HD1EF02 /
| 2024-06-07 7:26:40 PM |
Chg.-0.200 |
Bid9:59:10 PM |
Ask9:59:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.690EUR |
-2.90% |
6.590
Bid Size: 3,000 |
6.710
Ask Size: 3,000 |
SAFRAN INH. EO... |
150.00 - |
2025-06-18 |
Call |
Master data
| WKN: |
HD1EF0 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
SAFRAN INH. EO -,20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 - |
| Maturity: |
2025-06-18 |
| Issue date: |
2023-12-27 |
| Last trading day: |
2025-06-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.43 |
| Intrinsic value: |
5.86 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.17 |
| Parity: |
5.86 |
| Time value: |
0.85 |
| Break-even: |
217.10 |
| Moneyness: |
1.39 |
| Premium: |
0.04 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.12 |
| Spread %: |
1.82% |
| Delta: |
0.91 |
| Theta: |
-0.03 |
| Omega: |
2.84 |
| Rho: |
1.27 |
Quote data
| Open: |
6.730 |
| High: |
6.790 |
| Low: |
6.680 |
| Previous Close: |
6.890 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.21% |
| 1 Month |
|
|
-2.90% |
| 3 Months |
|
|
+22.08% |
| YTD |
|
|
+133.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.270 |
6.690 |
| 1M High / 1M Low: |
7.460 |
6.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-27 |
7.460 |
| Low (YTD): |
2024-01-03 |
2.800 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.962 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.947 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
49.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
