UC WAR. CALL 03/25 EJT1/ DE000HD7TNJ6 /
| 27/09/2024 21:45:49 | Chg.+0.0500 | Bid21:59:02 | Ask21:59:02 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.8700EUR | +2.75% | 1.8200 Bid Size: 2,000 |
1.9000 Ask Size: 2,000 |
Easyjet PLC ORD 27 2... | 4.00 GBP | 19/03/2025 | Call |
Master data
| WKN: | HD7TNJ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Easyjet PLC ORD 27 2/7P |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 4.00 GBP |
| Maturity: | 19/03/2025 |
| Issue date: | 12/08/2024 |
| Last trading day: | 18/03/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 3.42 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.67 |
|---|---|
| Intrinsic value: | 1.52 |
| Implied volatility: | 0.55 |
| Historic volatility: | 0.35 |
| Parity: | 1.52 |
| Time value: | 0.33 |
| Break-even: | 6.65 |
| Moneyness: | 1.32 |
| Premium: | 0.05 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.08 |
| Spread %: | 4.52% |
| Delta: | 0.83 |
| Theta: | 0.00 |
| Omega: | 2.84 |
| Rho: | 0.02 |
Quote data
| Open: | 1.7500 |
|---|---|
| High: | 1.8800 |
| Low: | 1.7500 |
| Previous Close: | 1.8200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +11.31% | ||
|---|---|---|---|
| 1 Month | +52.03% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.8200 | 1.5900 |
|---|---|---|
| 1M High / 1M Low: | 1.8200 | 1.1900 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.6640 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.4078 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 91.64% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
