UC WAR. CALL 09/24 ESL/ DE000HD0H4H3 /
| 02/08/2024 21:47:15 | Chg.-0.0900 | Bid21:59:00 | Ask21:59:00 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7300EUR | -10.98% | 0.6300 Bid Size: 5,000 |
0.9200 Ask Size: 5,000 |
ESSILORLUXO. INH. EO... | 210.00 - | 18/09/2024 | Call |
Master data
| WKN: | HD0H4H |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ESSILORLUXO. INH. EO -,18 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 210.00 - |
| Maturity: | 18/09/2024 |
| Issue date: | 06/11/2023 |
| Last trading day: | 17/09/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 22.65 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.50 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.18 |
| Parity: | -0.16 |
| Time value: | 0.92 |
| Break-even: | 219.20 |
| Moneyness: | 0.99 |
| Premium: | 0.05 |
| Premium p.a.: | 0.49 |
| Spread abs.: | 0.29 |
| Spread %: | 46.03% |
| Delta: | 0.51 |
| Theta: | -0.11 |
| Omega: | 11.60 |
| Rho: | 0.12 |
Quote data
| Open: | 0.6800 |
|---|---|
| High: | 0.7300 |
| Low: | 0.6800 |
| Previous Close: | 0.8200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +15.87% | ||
|---|---|---|---|
| 1 Month | +17.74% | ||
| 3 Months | +4.29% | ||
| YTD | +69.77% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9100 | 0.7300 |
|---|---|---|
| 1M High / 1M Low: | 0.9100 | 0.1400 |
| 6M High / 6M Low: | 1.3700 | 0.1400 |
| High (YTD): | 20/03/2024 | 1.3700 |
| Low (YTD): | 17/07/2024 | 0.1400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8180 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4836 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7889 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 599.32% | |
| Volatility 6M: | 289.54% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
