UC WAR. CALL 03/25 ESL/ DE000HD43EP4 /
10/10/2024 11:45:17 | Chg.-0.0600 | Bid12:32:07 | Ask12:32:07 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.4000EUR | -13.04% | 0.3900 Bid Size: 60,000 |
0.4000 Ask Size: 60,000 |
ESSILORLUXO. INH. EO... | 240.00 - | 19/03/2025 | Call |
Master data
WKN: | HD43EP |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ESSILORLUXO. INH. EO -,18 |
Type: | Warrant |
Option type: | Call |
Strike price: | 240.00 - |
Maturity: | 19/03/2025 |
Issue date: | 25/03/2024 |
Last trading day: | 18/03/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 41.88 |
Leverage: | Yes |
Calculated values
Fair value: | 0.29 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.23 |
Historic volatility: | 0.18 |
Parity: | -2.64 |
Time value: | 0.51 |
Break-even: | 245.10 |
Moneyness: | 0.89 |
Premium: | 0.15 |
Premium p.a.: | 0.37 |
Spread abs.: | 0.07 |
Spread %: | 15.91% |
Delta: | 0.28 |
Theta: | -0.04 |
Omega: | 11.53 |
Rho: | 0.24 |
Quote data
Open: | 0.3800 |
---|---|
High: | 0.4200 |
Low: | 0.3800 |
Previous Close: | 0.4600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +11.11% | ||
---|---|---|---|
1 Month | -20.00% | ||
3 Months | +17.65% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.4600 | 0.3600 |
---|---|---|
1M High / 1M Low: | 0.5000 | 0.2800 |
6M High / 6M Low: | 0.7800 | 0.2100 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.4220 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.3973 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.5649 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 178.87% | |
Volatility 6M: | 207.87% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |