UniCredit Call 150 SEJ1 18.06.2025
/ DE000HD1EF02
UniCredit Call 150 SEJ1 18.06.202.../ DE000HD1EF02 /
2024-09-26 6:21:29 PM |
Chg.+0.300 |
Bid7:16:37 PM |
Ask7:16:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
7.100EUR |
+4.41% |
7.080 Bid Size: 4,000 |
7.160 Ask Size: 4,000 |
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: |
3.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.69 |
Intrinsic value: |
6.32 |
Implied volatility: |
0.33 |
Historic volatility: |
0.19 |
Parity: |
6.32 |
Time value: |
0.58 |
Break-even: |
219.00 |
Moneyness: |
1.42 |
Premium: |
0.03 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.15 |
Spread %: |
2.22% |
Delta: |
0.93 |
Theta: |
-0.03 |
Omega: |
2.87 |
Rho: |
0.94 |
Quote data
Open: |
7.020 |
High: |
7.100 |
Low: |
6.960 |
Previous Close: |
6.800 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+10.08% |
1 Month |
|
|
+32.46% |
3 Months |
|
|
+27.47% |
YTD |
|
|
+147.39% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.920 |
6.450 |
1M High / 1M Low: |
6.920 |
4.950 |
6M High / 6M Low: |
7.460 |
4.840 |
High (YTD): |
2024-05-27 |
7.460 |
Low (YTD): |
2024-01-03 |
2.800 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.670 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.689 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
6.094 |
Avg. volume 6M: |
|
1.860 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
63.46% |
Volatility 6M: |
|
59.06% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |