UC WAR. CALL 12/25 ESL/ DE000HD6S701 /
| 15/11/2024 21:45:22 | Chg.-0.0700 | Bid21:59:16 | Ask21:59:16 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.0500EUR | -1.70% | 4.0400 Bid Size: 4,000 |
4.3600 Ask Size: 4,000 |
ESSILORLUXO. INH. EO... | 200.00 - | 17/12/2025 | Call |
Master data
| WKN: | HD6S70 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ESSILORLUXO. INH. EO -,18 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 200.00 - |
| Maturity: | 17/12/2025 |
| Issue date: | 01/07/2024 |
| Last trading day: | 16/12/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.25 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.95 |
|---|---|
| Intrinsic value: | 2.90 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.18 |
| Parity: | 2.90 |
| Time value: | 1.46 |
| Break-even: | 243.60 |
| Moneyness: | 1.15 |
| Premium: | 0.06 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.32 |
| Spread %: | 7.92% |
| Delta: | 0.79 |
| Theta: | -0.03 |
| Omega: | 4.13 |
| Rho: | 1.48 |
Quote data
| Open: | 3.9400 |
|---|---|
| High: | 4.1000 |
| Low: | 3.9400 |
| Previous Close: | 4.1200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.17% | ||
|---|---|---|---|
| 1 Month | +25.39% | ||
| 3 Months | +22.36% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.3300 | 3.8400 |
|---|---|---|
| 1M High / 1M Low: | 4.3300 | 3.0300 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.0560 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.5935 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 88.62% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
