UC WAR. CALL 03/25 C40/ DE000HD433E4 /
| 02/10/2024 09:40:20 | Chg.+0.0400 | Bid11:15:52 | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.7700EUR | +1.47% | 2.7400 Bid Size: 50,000 |
- Ask Size: - |
CAC 40 | 7,800.00 - | 18/03/2025 | Call |
Master data
| WKN: | HD433E |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | CAC 40 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 7,800.00 - |
| Maturity: | 18/03/2025 |
| Issue date: | 25/03/2024 |
| Last trading day: | 17/03/2025 |
| Ratio: | 100:1 |
| Exercise type: | European |
| Quanto: | - |
| Gearing: | 27.74 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.06 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.16 |
| Historic volatility: | 0.12 |
| Parity: | -2.26 |
| Time value: | 2.73 |
| Break-even: | 8,073.00 |
| Moneyness: | 0.97 |
| Premium: | 0.07 |
| Premium p.a.: | 0.15 |
| Spread abs.: | 0.05 |
| Spread %: | 1.87% |
| Delta: | 0.47 |
| Theta: | -1.26 |
| Omega: | 13.00 |
| Rho: | 14.99 |
Quote data
| Open: | 2.6200 |
|---|---|
| High: | 2.7700 |
| Low: | 2.6200 |
| Previous Close: | 2.7300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +21.49% | ||
|---|---|---|---|
| 1 Month | -7.36% | ||
| 3 Months | -20.63% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.5700 | 2.2800 |
|---|---|---|
| 1M High / 1M Low: | 3.5700 | 1.7400 |
| 6M High / 6M Low: | 8.2200 | 1.5000 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.9760 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.3327 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 4.4070 | |
| Avg. volume 6M: | 1.0769 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 275.75% | |
| Volatility 6M: | 167.82% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
